+244.2%
LTH vs GGLL
+328.7%
-84.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | -0.6% | -4.8% | +4.1% | +0.3% |
| 30D | -4.6% | -13.7% | +9.1% | -1.9% |
| 3M | +32.8% | -21.9% | +54.7% | +37.6% |
| 6M | +64.6% | +11.7% | +53.0% | +56.2% |
| YTD | +62.6% | +2.3% | +60.4% | +56.7% |
| 1Y | +49.9% | +76.2% | -26.2% | +25.1% |
| 3Y | +151.3% | +245.0% | -93.7% | +55.6% |
| All | +244.2% | +328.7% | -84.5% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling