-36.9%
GLXY vs LH
+52.4%
-89.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.2% |
| 7D | +5.3% | +1.1% | +4.2% | +5.1% |
| 30D | -19.8% | +16.7% | -36.5% | -22.2% |
| 3M | -31.4% | +15.1% | -46.5% | -33.3% |
| 6M | -53.3% | +46.3% | -99.7% | -56.7% |
| YTD | -35.7% | +48.8% | -84.5% | -42.0% |
| 1Y | -47.2% | +39.7% | -86.9% | -50.9% |
| All | -36.9% | +52.4% | -89.3% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling