+7.7%
GEHC vs LH
+64.1%
-56.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | +0.7% |
| 7D | -7.9% | -7.4% | -0.5% | -4.3% |
| 30D | -11.7% | -4.6% | -7.1% | -9.7% |
| 3M | +0.8% | +14.5% | -13.7% | -6.3% |
| 6M | -11.6% | +14.8% | -26.4% | -18.0% |
| YTD | -21.6% | +23.3% | -44.8% | -29.9% |
| 1Y | -15.3% | +13.6% | -28.9% | -21.5% |
| 3Y | -0.5% | +56.3% | -56.8% | -22.1% |
| All | +7.7% | +64.1% | -56.4% | -22.3% |
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