+23,508.7%
GD vs LH
+1,562.0%
+21,946.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -5.0% | +1.4% | -6.4% | -5.2% |
| 30D | +8.9% | +17.5% | -8.6% | +6.8% |
| 3M | -8.0% | +16.1% | -24.1% | -9.8% |
| 6M | +2.9% | +43.4% | -40.5% | -1.5% |
| YTD | +7.1% | +47.2% | -40.1% | +2.1% |
| 1Y | +5.9% | +50.1% | -44.2% | +0.8% |
| 3Y | +53.9% | +81.2% | -27.3% | +42.8% |
| 5Y | +95.4% | +63.7% | +31.7% | +82.5% |
| 10Y | +193.5% | +269.2% | -75.7% | +150.3% |
| All | +23,508.7% | +1,562.0% | +21,946.7% | +18,465.9% |
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 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