+438.8%
GS vs LH
+261.9%
+177.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +5.9% | +1.1% | +4.8% | +5.3% |
| 30D | +4.3% | +16.7% | -12.4% | -3.3% |
| 3M | -11.7% | +15.1% | -26.8% | -17.8% |
| 6M | -3.2% | +46.3% | -49.5% | -20.5% |
| YTD | +5.8% | +48.8% | -43.0% | -14.2% |
| 1Y | +16.0% | +39.7% | -23.7% | -2.9% |
| 3Y | +199.8% | +87.0% | +112.7% | +111.4% |
| 5Y | +155.5% | +53.0% | +102.5% | +95.9% |
| All | +438.8% | +261.9% | +177.0% | +164.6% |
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