+23.8%
GH vs LH
+31.3%
-7.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.3% |
| 7D | -2.1% | -0.8% | -1.2% | -1.4% |
| 30D | -4.5% | +2.0% | -6.5% | -6.3% |
| 3M | +28.9% | +24.3% | +4.6% | +4.7% |
| 6M | +76.5% | +21.1% | +55.5% | +47.2% |
| YTD | +57.6% | +30.4% | +27.2% | +21.8% |
| 1Y | +167.5% | +18.4% | +149.2% | +124.9% |
| 3Y | +377.4% | +65.5% | +311.9% | +178.8% |
| 5Y | +23.8% | +29.9% | -6.0% | -17.8% |
| All | +23.8% | +31.3% | -7.4% | -17.8% |
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