+133.8%
LTH vs GFI
+523.3%
-389.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -4.0% | -4.9% | +0.9% | -3.6% |
| 30D | -5.3% | +10.7% | -16.0% | -6.2% |
| 3M | +19.0% | +25.6% | -6.6% | +16.3% |
| 6M | +55.8% | -8.3% | +64.0% | +55.8% |
| YTD | +56.1% | +6.3% | +49.8% | +53.7% |
| 1Y | +41.3% | +22.1% | +19.2% | +36.6% |
| 3Y | +156.6% | +289.2% | -132.5% | +111.2% |
| All | +133.8% | +523.3% | -389.5% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling