+116.8%
GRMN vs LH
+54.7%
+62.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -0.9% | +1.1% | -2.0% | -1.3% |
| 30D | +1.2% | +16.7% | -15.6% | -5.5% |
| 3M | -8.9% | +15.1% | -24.0% | -14.6% |
| 6M | +23.0% | +46.3% | -23.3% | +3.1% |
| YTD | +41.2% | +48.8% | -7.5% | +16.9% |
| 1Y | +47.5% | +39.7% | +7.8% | +25.8% |
| 3Y | +155.8% | +87.0% | +68.7% | +86.9% |
| All | +116.8% | +54.7% | +62.1% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling