+156.5%
LTH vs GWRE
+49.2%
+107.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -3.7% | -30.9% | +27.2% | +1.1% |
| 30D | -5.3% | -20.7% | +15.4% | -2.9% |
| 3M | +24.2% | +20.2% | +4.0% | +18.7% |
| 6M | +54.8% | -11.9% | +66.7% | +54.9% |
| YTD | +56.1% | -30.3% | +86.4% | +66.9% |
| 1Y | +45.5% | -44.6% | +90.2% | +67.5% |
| All | +156.5% | +49.2% | +107.3% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling