+54.9%
GD vs LH
+78.8%
-23.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | -3.9% | -1.3% | -2.6% | -3.6% |
| 30D | +8.1% | +16.6% | -8.5% | +3.8% |
| 3M | -6.8% | +16.0% | -22.7% | -10.4% |
| 6M | +3.0% | +42.0% | -39.0% | -6.2% |
| YTD | +7.8% | +45.9% | -38.1% | -2.6% |
| 1Y | +5.8% | +46.4% | -40.6% | -4.4% |
| All | +54.9% | +78.8% | -23.9% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling