+212.6%
GLW vs LH
+62.5%
+150.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | -13.9% | +1.4% | -15.4% | -14.3% |
| 30D | -35.0% | +17.5% | -52.5% | -38.1% |
| 3M | -32.4% | +16.1% | -48.4% | -35.5% |
| 6M | -41.3% | +43.4% | -84.7% | -48.4% |
| YTD | +21.8% | +47.2% | -25.3% | +6.0% |
| 1Y | +21.8% | +50.1% | -28.3% | +5.1% |
| 3Y | +307.7% | +81.2% | +226.5% | +217.6% |
| All | +212.6% | +62.5% | +150.1% | +141.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling