+2,976.1%
GE vs LH
+1,581.5%
+1,394.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +5.4% | +4.8% | +0.6% | +4.6% |
| 30D | +9.6% | +18.8% | -9.2% | +6.4% |
| 3M | -7.7% | +15.7% | -23.4% | -10.1% |
| 6M | +14.0% | +46.7% | -32.6% | +6.5% |
| YTD | +10.2% | +48.9% | -38.8% | +2.5% |
| 1Y | +8.9% | +43.5% | -34.6% | +2.0% |
| 3Y | +273.7% | +86.9% | +186.7% | +232.5% |
| 5Y | +410.2% | +60.4% | +349.8% | +363.7% |
| 10Y | +157.4% | +260.7% | -103.3% | +104.6% |
| All | +2,976.1% | +1,581.5% | +1,394.5% | +1,782.0% |
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