+2,449.8%
GPN vs LH
+1,072.2%
+1,377.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.2% |
| 7D | -6.2% | -3.2% | -3.1% | -5.1% |
| 30D | +1.0% | +0.1% | +0.9% | +1.0% |
| 3M | +36.9% | +18.6% | +18.3% | +28.3% |
| 6M | +16.8% | +17.9% | -1.1% | +9.7% |
| YTD | +13.2% | +28.9% | -15.7% | +2.6% |
| 1Y | +1.4% | +16.6% | -15.2% | -4.7% |
| 3Y | -28.6% | +63.6% | -92.2% | -41.1% |
| 5Y | -47.0% | +30.0% | -77.0% | -53.0% |
| 10Y | +25.2% | +191.9% | -166.8% | -18.6% |
| All | +2,449.8% | +1,072.2% | +1,377.6% | +1,114.3% |
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