+816.6%
GLD vs LH
+756.5%
+60.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.8% |
| 7D | -0.5% | -2.5% | +1.9% | -0.4% |
| 30D | +4.4% | +4.3% | +0.1% | +4.3% |
| 3M | -1.1% | +25.5% | -26.6% | -1.8% |
| 6M | -13.8% | +17.0% | -30.7% | -14.2% |
| YTD | +2.6% | +31.3% | -28.6% | +1.8% |
| 1Y | +24.5% | +20.0% | +4.5% | +23.8% |
| 3Y | +125.8% | +63.9% | +62.0% | +122.7% |
| 5Y | +137.8% | +30.9% | +106.9% | +135.0% |
| 10Y | +221.4% | +191.4% | +30.0% | +214.6% |
| All | +816.6% | +756.5% | +60.1% | +842.4% |
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