+151.3%
GEN vs LH
+179.1%
-27.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +2.1% |
| 7D | -4.4% | -7.4% | +3.0% | -2.0% |
| 30D | +3.7% | -4.6% | +8.3% | +5.2% |
| 3M | +22.2% | +14.5% | +7.7% | +17.0% |
| 6M | +38.9% | +14.8% | +24.1% | +32.6% |
| YTD | +11.9% | +23.3% | -11.4% | +4.2% |
| 1Y | +4.5% | +13.6% | -9.1% | -0.3% |
| 3Y | +59.0% | +56.3% | +2.6% | +36.9% |
| 5Y | +22.0% | +25.2% | -3.2% | +10.3% |
| All | +151.3% | +179.1% | -27.8% | +76.6% |
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