+8.9%
GE vs LH
+44.2%
-35.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.9% | -1.2% | +2.0% |
| 7D | +9.4% | +2.1% | +7.3% | +9.0% |
| 30D | +7.5% | +19.2% | -11.6% | +4.1% |
| 3M | -12.5% | +18.0% | -30.6% | -15.6% |
| 6M | +17.8% | +46.1% | -28.3% | +6.8% |
| YTD | +7.4% | +47.7% | -40.3% | -2.2% |
| 1Y | +8.9% | +47.2% | -38.3% | -1.0% |
| All | +8.9% | +44.2% | -35.3% | -1.0% |
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