-38.1%
GLXY vs LH
+52.6%
-90.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -16.2% | +4.8% | -21.0% | -17.1% |
| 30D | -30.6% | +18.8% | -49.4% | -32.9% |
| 3M | -27.7% | +15.7% | -43.4% | -29.8% |
| 6M | -53.3% | +46.7% | -100.0% | -56.7% |
| YTD | -36.9% | +48.9% | -85.8% | -43.1% |
| 1Y | -55.6% | +43.5% | -99.1% | -59.3% |
| All | -38.1% | +52.6% | -90.7% | -43.9% |
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 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