+273.3%
LTH vs GGLL
+195.8%
+77.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.9% |
| 7D | +7.0% | +6.3% | +0.7% | +5.8% |
| 30D | +15.4% | -35.1% | +50.5% | +23.3% |
| 3M | +7.0% | -37.7% | +44.7% | +14.7% |
| 6M | +46.9% | -54.1% | +101.0% | +65.4% |
| YTD | +76.4% | -29.4% | +105.8% | +78.8% |
| 1Y | +83.7% | -13.4% | +97.1% | +76.7% |
| 3Y | +248.9% | +158.3% | +90.6% | +119.1% |
| All | +273.3% | +195.8% | +77.5% | +109.9% |
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