+401.3%
GH vs LH
+133.9%
+267.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.2% |
| 7D | -0.1% | -2.5% | +2.4% | +1.7% |
| 30D | -1.1% | +4.3% | -5.4% | -4.1% |
| 3M | +21.3% | +25.5% | -4.2% | +2.2% |
| 6M | +73.5% | +17.0% | +56.6% | +54.4% |
| YTD | +58.0% | +31.3% | +26.8% | +29.0% |
| 1Y | +163.1% | +20.0% | +143.1% | +128.0% |
| 3Y | +361.0% | +63.9% | +297.2% | +216.4% |
| 5Y | +22.5% | +30.9% | -8.3% | -2.0% |
| All | +401.3% | +133.9% | +267.4% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling