+3,129.1%
GLW vs LH
+1,581.5%
+1,547.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -11.1% | +4.8% | -15.9% | -11.9% |
| 30D | -28.4% | +18.8% | -47.2% | -30.8% |
| 3M | -28.8% | +15.7% | -44.5% | -30.9% |
| 6M | -39.8% | +46.7% | -86.5% | -44.4% |
| YTD | +28.7% | +48.9% | -20.2% | +18.6% |
| 1Y | +27.7% | +43.5% | -15.7% | +18.5% |
| 3Y | +331.3% | +86.9% | +244.4% | +278.4% |
| 5Y | +233.4% | +60.4% | +173.1% | +199.7% |
| 10Y | +521.8% | +260.7% | +261.0% | +383.3% |
| All | +3,129.1% | +1,581.5% | +1,547.5% | +1,774.9% |
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