+463.3%
GLW vs LH
+64.5%
+398.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.6% | +8.2% | +7.7% |
| 7D | +14.0% | -0.8% | +14.9% | +14.2% |
| 30D | +0.4% | +2.0% | -1.6% | -0.1% |
| 3M | -11.3% | +24.3% | -35.6% | -16.0% |
| 6M | +35.1% | +21.1% | +14.0% | +28.7% |
| YTD | +90.5% | +30.4% | +60.1% | +77.8% |
| 1Y | +132.0% | +18.4% | +113.7% | +122.2% |
| 3Y | +463.3% | +65.5% | +397.9% | +374.7% |
| All | +463.3% | +64.5% | +398.8% | +374.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling