+70.8%
GD vs LH
+64.2%
+6.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -5.3% | -2.5% | -2.8% | -4.6% |
| 30D | -6.4% | +4.3% | -10.8% | -7.5% |
| 3M | +5.7% | +25.5% | -19.8% | -0.4% |
| 6M | -0.9% | +17.0% | -17.9% | -5.1% |
| YTD | +8.2% | +31.3% | -23.1% | +0.7% |
| 1Y | +13.4% | +20.0% | -6.5% | +7.6% |
| All | +70.8% | +64.2% | +6.5% | +51.6% |
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