+39.3%
GEHC vs LH
+98.0%
-58.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | +0.8% | +1.1% | -0.3% | +0.2% |
| 30D | +21.3% | +16.7% | +4.6% | +12.4% |
| 3M | +12.6% | +15.1% | -2.5% | +4.8% |
| 6M | +34.3% | +46.3% | -12.0% | +10.4% |
| YTD | +1.4% | +48.8% | -47.3% | -17.4% |
| 1Y | +12.5% | +39.7% | -27.2% | -5.5% |
| 3Y | +19.2% | +87.0% | -67.8% | -14.7% |
| All | +39.3% | +98.0% | -58.8% | -8.5% |
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