+278.3%
LTH vs GGLL
+206.6%
+71.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.5% |
| 7D | +0.3% | +2.9% | -2.6% | -0.3% |
| 30D | +17.7% | -33.1% | +50.8% | +25.1% |
| 3M | +8.5% | -31.2% | +39.7% | +14.2% |
| 6M | +46.9% | -49.4% | +96.3% | +62.2% |
| YTD | +78.8% | -26.8% | +105.6% | +80.0% |
| 1Y | +84.9% | -17.7% | +102.6% | +80.5% |
| 3Y | +246.4% | +160.4% | +85.9% | +118.6% |
| All | +278.3% | +206.6% | +71.7% | +111.3% |
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