+151.2%
GE vs LH
+263.7%
-112.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +5.1% | +2.5% | +2.6% | +4.1% |
| 30D | +7.6% | +18.7% | -11.2% | -0.2% |
| 3M | -9.3% | +15.3% | -24.6% | -15.1% |
| 6M | +11.5% | +45.4% | -33.8% | -5.8% |
| YTD | +7.9% | +49.5% | -41.6% | -10.4% |
| 1Y | +7.6% | +41.4% | -33.7% | -8.4% |
| 3Y | +265.9% | +87.6% | +178.2% | +167.1% |
| 5Y | +405.9% | +53.8% | +352.2% | +297.8% |
| All | +151.2% | +263.7% | -112.4% | +28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling