-2.7%
GFS vs LH
+39.4%
-42.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | +2.6% | -0.8% | +3.5% | +3.0% |
| 30D | -16.4% | +2.0% | -18.4% | -17.2% |
| 3M | -41.6% | +24.3% | -65.8% | -47.6% |
| 6M | -3.7% | +21.1% | -24.7% | -12.7% |
| YTD | +29.3% | +30.4% | -1.1% | +12.4% |
| 1Y | +37.1% | +18.4% | +18.7% | +25.0% |
| 3Y | -22.1% | +65.5% | -87.6% | -41.3% |
| All | -2.7% | +39.4% | -42.0% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling