+275.2%
LTH vs GGLL
+188.6%
+86.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.6% |
| 7D | +4.5% | +3.1% | +1.4% | +3.9% |
| 30D | +16.3% | -36.3% | +52.7% | +24.7% |
| 3M | +8.4% | -40.4% | +48.7% | +17.1% |
| 6M | +40.3% | -54.6% | +94.9% | +58.2% |
| YTD | +77.3% | -31.1% | +108.4% | +80.5% |
| 1Y | +88.0% | -19.2% | +107.1% | +83.4% |
| 3Y | +274.3% | +151.5% | +122.7% | +136.4% |
| All | +275.2% | +188.6% | +86.5% | +111.8% |
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