+526.0%
GLW vs LH
+261.9%
+264.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | +7.7% | +1.1% | +6.7% | +7.3% |
| 30D | -18.8% | +16.7% | -35.6% | -24.3% |
| 3M | -27.7% | +15.1% | -42.8% | -32.5% |
| 6M | -44.4% | +46.3% | -90.8% | -54.0% |
| YTD | +31.3% | +48.8% | -17.5% | +7.5% |
| 1Y | +40.0% | +39.7% | +0.3% | +18.1% |
| 3Y | +339.2% | +87.0% | +252.2% | +212.3% |
| 5Y | +229.2% | +53.0% | +176.2% | +154.3% |
| All | +526.0% | +261.9% | +264.1% | +197.8% |
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