-36.4%
GLXY vs LH
+53.0%
-89.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.4% | +4.8% | +5.9% |
| 7D | -0.5% | +4.6% | -5.1% | -1.6% |
| 30D | -28.6% | +19.1% | -47.7% | -31.0% |
| 3M | -28.1% | +16.7% | -44.8% | -30.3% |
| 6M | -52.0% | +47.0% | -99.0% | -55.5% |
| YTD | -35.1% | +49.3% | -84.4% | -41.5% |
| 1Y | -54.0% | +48.6% | -102.6% | -58.5% |
| All | -36.4% | +53.0% | -89.3% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling