+134.7%
GLW vs LH
+16.9%
+117.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.4% |
| 7D | +16.9% | -3.2% | +20.1% | +16.6% |
| 30D | +7.0% | +0.1% | +6.8% | +6.9% |
| 3M | -3.0% | +18.6% | -21.6% | -2.6% |
| 6M | +31.0% | +17.9% | +13.1% | +32.1% |
| YTD | +93.4% | +28.9% | +64.5% | +94.9% |
| 1Y | +134.7% | +16.6% | +118.1% | +137.8% |
| All | +134.7% | +16.9% | +117.9% | +137.8% |
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 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