+2,964.2%
GE vs LH
+1,382.1%
+1,582.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | -1.6% | -2.5% | +0.9% | -1.2% |
| 30D | -11.6% | +4.3% | -15.9% | -12.3% |
| 3M | +3.0% | +25.5% | -22.5% | -1.1% |
| 6M | -0.5% | +17.0% | -17.5% | -3.3% |
| YTD | +9.7% | +31.3% | -21.5% | +4.5% |
| 1Y | +20.0% | +20.0% | +0.1% | +15.9% |
| 3Y | +275.8% | +63.9% | +212.0% | +242.3% |
| 5Y | +429.1% | +30.9% | +398.2% | +397.9% |
| 10Y | +151.2% | +191.4% | -40.2% | +106.5% |
| All | +2,964.2% | +1,382.1% | +1,582.1% | +1,818.0% |
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 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