+2,920.5%
GE vs LH
+1,579.7%
+1,340.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.7% | +1.1% | +1.6% | +2.5% |
| 30D | +8.1% | +16.7% | -8.7% | +5.2% |
| 3M | -7.9% | +15.1% | -22.9% | -10.2% |
| 6M | +12.9% | +46.3% | -33.4% | +5.5% |
| YTD | +8.2% | +48.8% | -40.6% | +0.7% |
| 1Y | +9.7% | +39.7% | -30.0% | +3.2% |
| 3Y | +266.1% | +87.0% | +179.1% | +225.8% |
| 5Y | +407.4% | +53.0% | +354.4% | +364.8% |
| 10Y | +150.3% | +264.3% | -114.0% | +98.7% |
| All | +2,920.5% | +1,579.7% | +1,340.8% | +1,748.4% |
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