+205.6%
GLD vs LH
+263.7%
-58.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -5.5% | +2.5% | -8.0% | -5.6% |
| 30D | -7.0% | +18.7% | -25.7% | -8.0% |
| 3M | -12.4% | +15.3% | -27.7% | -13.1% |
| 6M | -18.0% | +45.4% | -63.4% | -19.9% |
| YTD | -10.5% | +49.5% | -60.0% | -12.6% |
| 1Y | -8.1% | +41.4% | -49.4% | -10.0% |
| 3Y | +97.7% | +87.6% | +10.1% | +90.3% |
| 5Y | +103.4% | +53.8% | +49.7% | +97.0% |
| All | +205.6% | +263.7% | -58.0% | +185.7% |
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 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