+23,661.4%
GD vs LH
+1,547.2%
+22,114.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | -3.9% | -1.3% | -2.6% | -3.8% |
| 30D | +8.1% | +16.6% | -8.5% | +6.1% |
| 3M | -6.8% | +16.0% | -22.7% | -8.5% |
| 6M | +3.0% | +42.0% | -39.0% | -1.3% |
| YTD | +7.8% | +45.9% | -38.1% | +2.9% |
| 1Y | +5.8% | +46.4% | -40.6% | +1.0% |
| 3Y | +55.3% | +79.0% | -23.7% | +44.3% |
| 5Y | +96.7% | +62.3% | +34.4% | +83.9% |
| 10Y | +195.4% | +265.9% | -70.5% | +152.2% |
| All | +23,661.4% | +1,547.2% | +22,114.3% | +18,605.9% |
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