+23.0%
GRMN vs LH
+45.6%
-22.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -0.9% | +1.1% | -2.0% | -0.9% |
| 30D | +1.2% | +16.7% | -15.6% | +0.9% |
| 3M | -8.9% | +15.1% | -24.0% | -8.9% |
| 6M | +23.0% | +46.3% | -23.3% | +14.2% |
| All | +23.0% | +45.6% | -22.6% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling