+147.8%
GE vs LH
+179.1%
-31.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +1.5% |
| 7D | -2.8% | -7.4% | +4.6% | +0.4% |
| 30D | -11.9% | -4.6% | -7.3% | -10.3% |
| 3M | +1.8% | +14.5% | -12.7% | -4.4% |
| 6M | -0.6% | +14.8% | -15.4% | -6.8% |
| YTD | +5.5% | +23.3% | -17.7% | -4.4% |
| 1Y | +15.0% | +13.6% | +1.4% | +7.4% |
| 3Y | +269.5% | +56.3% | +213.2% | +192.8% |
| 5Y | +422.4% | +25.2% | +397.2% | +350.1% |
| All | +147.8% | +179.1% | -31.3% | +37.9% |
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