-34.7%
GFS vs LH
+62.5%
-97.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.8% |
| 7D | -7.8% | +1.4% | -9.3% | -8.4% |
| 30D | -19.7% | +17.5% | -37.2% | -25.1% |
| 3M | -23.1% | +16.1% | -39.2% | -28.2% |
| 6M | -46.4% | +43.4% | -89.7% | -55.2% |
| YTD | +11.0% | +47.2% | -36.2% | -9.0% |
| 1Y | +12.6% | +50.1% | -37.5% | -8.7% |
| 3Y | -24.9% | +81.2% | -106.1% | -46.0% |
| All | -34.7% | +62.5% | -97.2% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling