+212.2%
GLD vs LH
+259.5%
-47.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.8% |
| 7D | +4.9% | +4.6% | +0.4% | +4.7% |
| 30D | -1.3% | +19.1% | -20.4% | -2.4% |
| 3M | -4.8% | +16.7% | -21.5% | -5.7% |
| 6M | -12.5% | +47.0% | -59.5% | -14.5% |
| YTD | -4.2% | +49.3% | -53.5% | -6.5% |
| 1Y | +3.0% | +48.6% | -45.6% | +0.6% |
| 3Y | +109.1% | +87.8% | +21.3% | +101.4% |
| 5Y | +121.6% | +65.0% | +56.5% | +113.9% |
| 10Y | +212.2% | +275.0% | -62.8% | +197.3% |
| All | +212.2% | +259.5% | -47.2% | +197.3% |
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