+417.9%
GE vs LH
+28.2%
+389.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.5% |
| 7D | -1.2% | -3.2% | +1.9% | -0.2% |
| 30D | -11.3% | +0.1% | -11.4% | -11.4% |
| 3M | -1.4% | +18.6% | -20.0% | -6.9% |
| 6M | +1.2% | +17.9% | -16.7% | -4.4% |
| YTD | +5.9% | +28.9% | -23.0% | -3.0% |
| 1Y | +18.4% | +16.6% | +1.8% | +11.7% |
| 3Y | +271.0% | +63.6% | +207.4% | +206.2% |
| 5Y | +417.9% | +30.0% | +387.9% | +343.9% |
| All | +417.9% | +28.2% | +389.7% | +343.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling