+270.4%
LTH vs GGLL
+210.8%
+59.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.5% |
| 7D | -1.3% | +7.7% | -8.9% | -2.6% |
| 30D | +15.7% | -30.2% | +45.9% | +21.9% |
| 3M | +5.0% | -31.3% | +36.3% | +10.6% |
| 6M | +37.7% | -52.1% | +89.8% | +54.0% |
| YTD | +75.0% | -25.9% | +100.9% | +75.8% |
| 1Y | +82.6% | -8.5% | +91.1% | +74.1% |
| 3Y | +241.3% | +165.5% | +75.8% | +114.3% |
| All | +270.4% | +210.8% | +59.6% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling