+6,960.0%
GEN vs LH
+1,382.1%
+5,577.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | -1.2% | -2.5% | +1.3% | -0.7% |
| 30D | +10.1% | +4.3% | +5.8% | +9.3% |
| 3M | +16.1% | +25.5% | -9.4% | +11.2% |
| 6M | +38.9% | +17.0% | +21.9% | +34.7% |
| YTD | +14.4% | +31.3% | -16.8% | +8.6% |
| 1Y | +5.9% | +20.0% | -14.1% | +2.0% |
| 3Y | +58.8% | +63.9% | -5.1% | +44.3% |
| 5Y | +24.7% | +30.9% | -6.2% | +17.3% |
| 10Y | +163.1% | +191.4% | -28.3% | +110.0% |
| All | +6,960.0% | +1,382.1% | +5,577.9% | +3,609.3% |
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 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