+170.5%
GM vs LH
+58.7%
+111.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | -2.4% | -4.7% | +2.3% | -1.0% |
| 30D | -1.1% | -3.5% | +2.4% | -0.1% |
| 3M | +6.1% | +17.7% | -11.6% | 0.0% |
| 6M | +15.0% | +15.8% | -0.8% | +8.9% |
| YTD | +6.0% | +25.1% | -19.1% | -2.7% |
| 1Y | +47.1% | +12.5% | +34.6% | +39.6% |
| 3Y | +170.5% | +59.8% | +110.7% | +113.6% |
| All | +170.5% | +58.7% | +111.8% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling