-21.1%
GIS vs LH
+183.3%
-204.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -6.4% | -4.7% | -1.7% | -5.5% |
| 30D | -6.1% | -3.5% | -2.6% | -5.5% |
| 3M | +7.8% | +17.7% | -9.9% | +4.6% |
| 6M | -8.8% | +15.8% | -24.6% | -11.3% |
| YTD | -19.1% | +25.1% | -44.2% | -22.5% |
| 1Y | -24.8% | +12.5% | -37.3% | -26.6% |
| 3Y | -37.6% | +59.8% | -97.3% | -42.9% |
| 5Y | -25.4% | +27.1% | -52.5% | -29.7% |
| All | -21.1% | +183.3% | -204.4% | -37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling