+33.1%
GDDY vs LH
+58.7%
-25.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.3% |
| 7D | -3.2% | -4.7% | +1.5% | -1.9% |
| 30D | +6.8% | -3.5% | +10.3% | +7.9% |
| 3M | +30.5% | +17.7% | +12.8% | +24.8% |
| 6M | +13.3% | +15.8% | -2.4% | +8.8% |
| YTD | -21.0% | +25.1% | -46.1% | -25.6% |
| 1Y | -34.0% | +12.5% | -46.5% | -36.3% |
| 3Y | +33.1% | +59.8% | -26.7% | +15.6% |
| All | +33.1% | +58.7% | -25.6% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling