+18.6%
GLXY vs LH
+33.7%
-15.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.4% | +2.8% |
| 7D | +15.5% | -0.8% | +16.3% | +15.6% |
| 30D | +34.1% | +2.0% | +32.1% | +33.7% |
| 3M | -11.3% | +24.3% | -35.6% | -14.2% |
| 6M | +31.6% | +21.1% | +10.5% | +28.2% |
| YTD | +21.0% | +30.4% | -9.5% | +12.1% |
| 1Y | +11.7% | +18.4% | -6.7% | +6.9% |
| All | +18.6% | +33.7% | -15.0% | +10.4% |
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