+24.3%
GAP vs LH
+179.1%
-154.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | +0.7% |
| 7D | -6.3% | -7.4% | +1.1% | -1.6% |
| 30D | -0.2% | -4.6% | +4.4% | +2.7% |
| 3M | 0.0% | +14.5% | -14.5% | -9.1% |
| 6M | -8.1% | +14.8% | -22.9% | -16.7% |
| YTD | -16.5% | +23.3% | -39.7% | -27.8% |
| 1Y | -10.5% | +13.6% | -24.1% | -18.9% |
| 3Y | +104.0% | +56.3% | +47.6% | +44.6% |
| 5Y | +6.8% | +25.2% | -18.4% | -13.4% |
| All | +24.3% | +179.1% | -154.8% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling