+19.4%
GLD vs LH
+17.9%
+1.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +0.7% | -0.8% | +1.6% | +0.9% |
| 30D | +0.3% | +2.0% | -1.7% | 0.0% |
| 3M | +0.6% | +24.3% | -23.6% | -3.3% |
| 6M | -15.6% | +21.1% | -36.6% | -18.5% |
| YTD | +0.9% | +30.4% | -29.6% | -4.5% |
| 1Y | +19.4% | +18.4% | +1.0% | +19.5% |
| All | +19.4% | +17.9% | +1.5% | +19.5% |
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 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