+135.2%
LTH vs GFI
+550.0%
-414.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -4.0% | +4.7% | -8.7% | -4.4% |
| 30D | -1.7% | +14.4% | -16.1% | -2.9% |
| 3M | +28.0% | +32.5% | -4.5% | +24.5% |
| 6M | +54.1% | -7.2% | +61.2% | +53.9% |
| YTD | +57.1% | +10.9% | +46.2% | +54.2% |
| 1Y | +45.8% | +35.5% | +10.3% | +39.6% |
| 3Y | +157.6% | +312.1% | -154.6% | +110.8% |
| All | +135.2% | +550.0% | -414.8% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling