+132.8%
LTH vs GPC
+3.9%
+128.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.4% | -3.8% |
| 7D | -4.6% | -1.3% | -3.3% | -4.1% |
| 30D | +14.8% | -6.0% | +20.8% | +17.7% |
| 3M | +3.9% | -7.6% | +11.5% | +7.2% |
| 6M | +35.5% | +24.2% | +11.3% | +20.8% |
| YTD | +71.3% | +2.7% | +68.6% | +63.9% |
| 1Y | +75.7% | +0.2% | +75.5% | +70.2% |
| 3Y | +231.9% | -0.8% | +232.7% | +202.2% |
| All | +132.8% | +3.9% | +128.9% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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