+81.0%
LTH vs GFI
+6.9%
+74.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.3% | 0.0% | +5.9% |
| 7D | +9.9% | +1.4% | +8.4% | +9.7% |
| 30D | +18.3% | +3.0% | +15.3% | +17.9% |
| 3M | +5.9% | +10.2% | -4.2% | +4.2% |
| 6M | +80.3% | -10.1% | +90.4% | +81.3% |
| YTD | +78.3% | -11.4% | +89.7% | +79.8% |
| 1Y | +81.0% | +8.4% | +72.6% | +81.0% |
| All | +81.0% | +6.9% | +74.1% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling