+387.8%
GH vs LH
+63.5%
+324.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.9% |
| 7D | -0.2% | -3.2% | +3.0% | +2.1% |
| 30D | -2.6% | +0.1% | -2.8% | -2.9% |
| 3M | +25.1% | +18.6% | +6.5% | +9.7% |
| 6M | +78.5% | +17.9% | +60.6% | +57.5% |
| YTD | +59.4% | +28.9% | +30.4% | +31.2% |
| 1Y | +173.9% | +16.6% | +157.2% | +141.3% |
| All | +387.8% | +63.5% | +324.3% | +226.7% |
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