+521.8%
GLW vs LH
+267.5%
+254.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -11.1% | +4.8% | -15.9% | -12.9% |
| 30D | -28.4% | +18.8% | -47.2% | -33.8% |
| 3M | -28.8% | +15.7% | -44.5% | -33.6% |
| 6M | -39.8% | +46.7% | -86.5% | -50.3% |
| YTD | +28.7% | +48.9% | -20.2% | +5.4% |
| 1Y | +27.7% | +43.5% | -15.7% | +6.3% |
| 3Y | +331.3% | +86.9% | +244.4% | +206.8% |
| 5Y | +233.4% | +60.4% | +173.1% | +151.3% |
| 10Y | +521.8% | +260.7% | +261.0% | +197.2% |
| All | +521.8% | +267.5% | +254.3% | +197.2% |
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