+627.7%
GEV vs LH
+53.7%
+573.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | +3.2% | -3.2% | +6.3% | +4.0% |
| 30D | -4.0% | +0.1% | -4.2% | -4.1% |
| 3M | +3.4% | +18.6% | -15.2% | -1.3% |
| 6M | +14.7% | +17.9% | -3.2% | +9.5% |
| YTD | +45.8% | +28.9% | +16.8% | +34.9% |
| 1Y | +57.4% | +16.6% | +40.7% | +50.3% |
| All | +627.7% | +53.7% | +573.9% | +512.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling