+637.6%
GRMN vs LH
+179.1%
+458.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +1.8% |
| 7D | -1.8% | -7.4% | +5.6% | +1.2% |
| 30D | -12.1% | -4.6% | -7.5% | -10.5% |
| 3M | +18.0% | +14.5% | +3.5% | +11.2% |
| 6M | +13.7% | +14.8% | -1.1% | +6.9% |
| YTD | +35.3% | +23.3% | +12.0% | +23.3% |
| 1Y | +17.2% | +13.6% | +3.6% | +10.3% |
| 3Y | +179.6% | +56.3% | +123.3% | +128.3% |
| 5Y | +75.6% | +25.2% | +50.4% | +54.2% |
| All | +637.6% | +179.1% | +458.5% | +365.0% |
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