+165.2%
GD vs LH
+261.9%
-96.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.7% | +1.1% | +1.6% | +2.3% |
| 30D | +8.6% | +16.7% | -8.1% | +2.7% |
| 3M | -7.1% | +15.1% | -22.2% | -11.8% |
| 6M | +7.5% | +46.3% | -38.9% | -6.4% |
| YTD | +9.9% | +48.8% | -38.9% | -5.1% |
| 1Y | +7.6% | +39.7% | -32.2% | -5.1% |
| 3Y | +56.2% | +87.0% | -30.8% | +22.0% |
| 5Y | +100.6% | +53.0% | +47.6% | +65.9% |
| All | +165.2% | +261.9% | -96.7% | +57.9% |
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