+390.3%
GDDY vs LH
+194.5%
+195.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.1% |
| 7D | -3.2% | -4.7% | +1.5% | -1.2% |
| 30D | +6.8% | -3.5% | +10.3% | +8.3% |
| 3M | +30.5% | +17.7% | +12.8% | +21.6% |
| 6M | +13.3% | +15.8% | -2.4% | +6.2% |
| YTD | -21.0% | +25.1% | -46.1% | -28.6% |
| 1Y | -34.0% | +12.5% | -46.5% | -37.8% |
| 3Y | +33.1% | +59.8% | -26.7% | +4.8% |
| 5Y | +30.3% | +27.1% | +3.3% | +11.9% |
| 10Y | +205.5% | +183.2% | +22.3% | +63.5% |
| All | +390.3% | +194.5% | +195.8% | +160.4% |
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