+23,748.6%
GD vs LH
+1,382.1%
+22,366.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | -5.3% | -2.5% | -2.8% | -5.0% |
| 30D | -6.4% | +4.3% | -10.8% | -6.9% |
| 3M | +5.7% | +25.5% | -19.8% | +2.9% |
| 6M | -0.9% | +17.0% | -17.9% | -2.8% |
| YTD | +8.2% | +31.3% | -23.1% | +4.7% |
| 1Y | +13.4% | +20.0% | -6.5% | +10.8% |
| 3Y | +68.5% | +63.9% | +4.6% | +58.3% |
| 5Y | +97.2% | +30.9% | +66.3% | +89.0% |
| 10Y | +190.2% | +191.4% | -1.2% | +153.6% |
| All | +23,748.6% | +1,382.1% | +22,366.6% | +18,928.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling