+262.6%
LTH vs GGLL
+217.5%
+45.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.5% | -7.7% | -4.8% |
| 7D | -4.6% | +11.5% | -16.2% | -6.5% |
| 30D | +14.8% | -31.2% | +46.1% | +21.4% |
| 3M | +3.9% | -28.7% | +32.6% | +8.7% |
| 6M | +35.5% | -47.2% | +82.7% | +48.4% |
| YTD | +71.3% | -24.3% | +95.6% | +71.4% |
| 1Y | +75.7% | -12.0% | +87.7% | +69.2% |
| 3Y | +231.9% | +169.6% | +62.3% | +108.2% |
| All | +262.6% | +217.5% | +45.1% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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