+35.8%
GFS vs LH
+20.0%
+15.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.6% |
| 7D | +1.0% | -2.5% | +3.5% | +1.1% |
| 30D | -8.6% | +4.3% | -12.9% | -8.7% |
| 3M | -46.5% | +25.5% | -72.1% | -47.9% |
| 6M | -4.8% | +17.0% | -21.8% | -4.6% |
| YTD | +29.7% | +31.3% | -1.6% | +23.0% |
| 1Y | +35.8% | +20.0% | +15.9% | +33.3% |
| All | +35.8% | +20.0% | +15.8% | +33.3% |
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 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