+230.7%
GM vs LH
+381.1%
-150.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.8% |
| 7D | -1.1% | -3.2% | +2.1% | +0.6% |
| 30D | -4.6% | +0.1% | -4.7% | -4.7% |
| 3M | +0.2% | +18.6% | -18.4% | -8.8% |
| 6M | +12.6% | +17.9% | -5.3% | +2.6% |
| YTD | +3.7% | +28.9% | -25.3% | -10.3% |
| 1Y | +45.6% | +16.6% | +29.0% | +32.0% |
| 3Y | +162.0% | +63.6% | +98.4% | +93.4% |
| 5Y | +80.5% | +30.0% | +50.5% | +48.7% |
| 10Y | +231.3% | +191.9% | +39.4% | +60.6% |
| All | +230.7% | +381.1% | -150.4% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling