+2.8%
GLD vs LH
+44.2%
-41.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.9% | -0.2% | +3.0% |
| 7D | -0.3% | +2.1% | -2.4% | -0.6% |
| 30D | -1.9% | +19.2% | -21.0% | -4.6% |
| 3M | -0.4% | +18.0% | -18.5% | -2.8% |
| 6M | -10.2% | +46.1% | -56.3% | -15.3% |
| YTD | -6.0% | +47.7% | -53.7% | -10.8% |
| 1Y | +2.8% | +47.2% | -44.4% | -2.6% |
| All | +2.8% | +44.2% | -41.4% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling