-47.2%
GLXY vs LH
+41.3%
-88.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.2% |
| 7D | +5.3% | +1.1% | +4.2% | +5.2% |
| 30D | -19.8% | +16.7% | -36.5% | -20.8% |
| 3M | -31.4% | +15.1% | -46.5% | -32.1% |
| 6M | -53.3% | +46.3% | -99.7% | -53.5% |
| YTD | -35.7% | +48.8% | -84.5% | -42.3% |
| 1Y | -47.2% | +39.7% | -86.9% | -50.7% |
| All | -47.2% | +41.3% | -88.6% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling