+5,240.8%
GRMN vs LH
+1,019.5%
+4,221.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -2.9% | -2.5% | -0.4% | -2.1% |
| 30D | -8.4% | +4.3% | -12.8% | -9.6% |
| 3M | +15.0% | +25.5% | -10.5% | +7.0% |
| 6M | +11.2% | +17.0% | -5.8% | +5.6% |
| YTD | +37.7% | +31.3% | +6.4% | +26.1% |
| 1Y | +18.5% | +20.0% | -1.5% | +11.4% |
| 3Y | +175.8% | +63.9% | +111.9% | +134.3% |
| 5Y | +75.1% | +30.9% | +44.2% | +57.6% |
| 10Y | +637.0% | +191.4% | +445.6% | +412.9% |
| All | +5,240.8% | +1,019.5% | +4,221.4% | +2,830.5% |
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