+1,722.6%
GAP vs LH
+1,382.1%
+340.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | -4.5% | -2.5% | -2.0% | -4.0% |
| 30D | +9.0% | +4.3% | +4.7% | +8.1% |
| 3M | +5.0% | +25.5% | -20.5% | +0.2% |
| 6M | -17.8% | +17.0% | -34.8% | -20.4% |
| YTD | -10.4% | +31.3% | -41.7% | -15.2% |
| 1Y | -3.4% | +20.0% | -23.4% | -7.1% |
| 3Y | +111.5% | +63.9% | +47.6% | +90.8% |
| 5Y | +8.8% | +30.9% | -22.0% | +2.3% |
| 10Y | +32.9% | +191.4% | -158.5% | +9.4% |
| All | +1,722.6% | +1,382.1% | +340.5% | +1,046.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling