+177.4%
GD vs LH
+259.5%
-82.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.8% | +1.8% |
| 7D | -3.0% | +4.6% | -7.6% | -4.6% |
| 30D | +9.3% | +19.1% | -9.8% | +2.6% |
| 3M | -7.2% | +16.7% | -23.9% | -12.4% |
| 6M | +5.5% | +47.0% | -41.6% | -8.3% |
| YTD | +9.5% | +49.3% | -39.8% | -5.6% |
| 1Y | +6.4% | +48.6% | -42.2% | -8.1% |
| 3Y | +59.8% | +87.8% | -28.0% | +24.7% |
| 5Y | +98.0% | +65.0% | +32.9% | +58.7% |
| 10Y | +177.4% | +275.0% | -97.6% | +58.9% |
| All | +177.4% | +259.5% | -82.1% | +58.9% |
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