+93.8%
GD vs LH
+62.5%
+31.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -5.0% | +1.4% | -6.4% | -5.3% |
| 30D | +8.9% | +17.5% | -8.6% | +4.4% |
| 3M | -8.0% | +16.1% | -24.1% | -11.7% |
| 6M | +2.9% | +43.4% | -40.5% | -6.6% |
| YTD | +7.1% | +47.2% | -40.1% | -3.5% |
| 1Y | +5.9% | +50.1% | -44.2% | -5.0% |
| 3Y | +53.9% | +81.2% | -27.3% | +30.3% |
| All | +93.8% | +62.5% | +31.3% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling