+2,956.3%
GLW vs LH
+1,562.0%
+1,394.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.4% |
| 7D | -13.9% | +1.4% | -15.4% | -14.2% |
| 30D | -35.0% | +17.5% | -52.5% | -37.0% |
| 3M | -32.4% | +16.1% | -48.4% | -34.4% |
| 6M | -41.3% | +43.4% | -84.7% | -45.6% |
| YTD | +21.8% | +47.2% | -25.3% | +12.5% |
| 1Y | +21.8% | +50.1% | -28.3% | +12.0% |
| 3Y | +307.7% | +81.2% | +226.5% | +259.7% |
| 5Y | +213.7% | +63.7% | +150.0% | +180.8% |
| 10Y | +509.3% | +269.2% | +240.1% | +372.0% |
| All | +2,956.3% | +1,562.0% | +1,394.3% | +1,678.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling