+25.3%
GPN vs LH
+183.3%
-157.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.1% |
| 7D | -4.6% | -4.7% | +0.1% | -2.2% |
| 30D | -0.3% | -3.5% | +3.2% | +1.5% |
| 3M | +35.4% | +17.7% | +17.7% | +24.0% |
| 6M | +21.7% | +15.8% | +5.9% | +12.2% |
| YTD | +14.9% | +25.1% | -10.2% | +1.2% |
| 1Y | +3.2% | +12.5% | -9.3% | -4.1% |
| 3Y | -27.1% | +59.8% | -86.9% | -44.4% |
| 5Y | -44.4% | +27.1% | -71.4% | -53.2% |
| All | +25.3% | +183.3% | -157.9% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling