-24.9%
GFS vs LH
+80.4%
-105.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +6.0% |
| 7D | -7.8% | +1.4% | -9.3% | -8.2% |
| 30D | -19.7% | +17.5% | -37.2% | -23.6% |
| 3M | -23.1% | +16.1% | -39.2% | -26.8% |
| 6M | -46.4% | +43.4% | -89.7% | -53.4% |
| YTD | +11.0% | +47.2% | -36.2% | -5.1% |
| 1Y | +12.6% | +50.1% | -37.5% | -4.9% |
| 3Y | -24.9% | +81.2% | -106.1% | -41.6% |
| All | -24.9% | +80.4% | -105.3% | -41.6% |
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