+49.9%
LTH vs GFI
+45.3%
+4.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | -0.6% | +3.1% | -3.8% | -0.8% |
| 30D | -4.6% | +27.1% | -31.7% | -5.6% |
| 3M | +32.8% | +21.2% | +11.6% | +31.7% |
| 6M | +64.6% | -4.5% | +69.1% | +62.9% |
| YTD | +62.6% | +11.7% | +50.9% | +64.7% |
| 1Y | +49.9% | +46.0% | +3.9% | +49.5% |
| All | +49.9% | +45.3% | +4.7% | +49.5% |
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