+4,343.4%
GLW vs LH
+1,382.1%
+2,961.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +5.9% |
| 7D | +3.8% | -2.5% | +6.2% | +4.2% |
| 30D | -1.3% | +4.3% | -5.7% | -2.2% |
| 3M | -21.8% | +25.5% | -47.3% | -25.4% |
| 6M | +6.9% | +17.0% | -10.1% | +3.3% |
| YTD | +77.2% | +31.3% | +45.9% | +67.4% |
| 1Y | +123.2% | +20.0% | +103.3% | +114.2% |
| 3Y | +400.0% | +63.9% | +336.1% | +350.2% |
| 5Y | +342.8% | +30.9% | +312.0% | +313.6% |
| 10Y | +771.4% | +191.4% | +580.0% | +603.0% |
| All | +4,343.4% | +1,382.1% | +2,961.4% | +2,545.9% |
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