+1,473.9%
GIS vs LH
+1,382.1%
+91.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.3% |
| 7D | -7.8% | -2.5% | -5.4% | -7.6% |
| 30D | +6.6% | +4.3% | +2.2% | +6.2% |
| 3M | +21.0% | +25.5% | -4.6% | +18.6% |
| 6M | -9.1% | +17.0% | -26.0% | -10.3% |
| YTD | -13.6% | +31.3% | -44.9% | -15.7% |
| 1Y | -18.0% | +20.0% | -38.0% | -19.4% |
| 3Y | -33.7% | +63.9% | -97.5% | -36.6% |
| 5Y | -19.4% | +30.9% | -50.3% | -21.9% |
| 10Y | -21.3% | +191.4% | -212.6% | -29.2% |
| All | +1,473.9% | +1,382.1% | +91.8% | +1,079.5% |
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