+17.7%
GFS vs LH
+44.2%
-26.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.9% | -9.9% | -5.5% |
| 7D | -12.5% | +2.1% | -14.6% | -12.2% |
| 30D | -16.9% | +19.2% | -36.1% | -15.2% |
| 3M | -22.3% | +18.0% | -40.3% | -20.8% |
| 6M | -40.2% | +46.1% | -86.3% | -39.6% |
| YTD | +16.0% | +47.7% | -31.7% | +16.2% |
| 1Y | +17.7% | +47.2% | -29.6% | +18.5% |
| All | +17.7% | +44.2% | -26.6% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling