+6,902.4%
GEN vs LH
+1,579.7%
+5,322.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +2.0% | +1.1% | +1.0% | +1.8% |
| 30D | +27.7% | +16.7% | +11.0% | +24.1% |
| 3M | +3.3% | +15.1% | -11.8% | +0.5% |
| 6M | +31.8% | +46.3% | -14.5% | +22.6% |
| YTD | +13.5% | +48.8% | -35.3% | +5.1% |
| 1Y | +16.0% | +39.7% | -23.7% | +8.7% |
| 3Y | +70.6% | +87.0% | -16.5% | +51.1% |
| 5Y | +32.1% | +53.0% | -20.9% | +20.7% |
| 10Y | +153.4% | +264.3% | -110.9% | +94.5% |
| All | +6,902.4% | +1,579.7% | +5,322.7% | +3,491.6% |
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 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