+17.5%
GFS vs LH
+49.3%
-31.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +5.0% |
| 7D | -3.1% | +4.6% | -7.7% | -2.6% |
| 30D | -16.0% | +19.1% | -35.1% | -14.2% |
| 3M | -24.7% | +16.7% | -41.4% | -23.2% |
| 6M | -45.1% | +47.0% | -92.2% | -44.1% |
| YTD | +16.5% | +49.3% | -32.8% | +16.9% |
| All | +17.5% | +49.3% | -31.8% | +19.4% |
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