-11.1%
GDDY vs LH
+48.0%
-59.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.9% | +0.4% | +2.8% |
| 7D | +11.1% | +2.1% | +9.0% | +10.0% |
| 30D | +18.6% | +19.2% | -0.5% | +9.7% |
| 3M | +32.8% | +18.0% | +14.8% | +23.2% |
| 6M | +34.0% | +46.1% | -12.0% | +16.7% |
| YTD | -4.6% | +47.7% | -52.3% | -16.0% |
| All | -11.1% | +48.0% | -59.1% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling