+448.8%
GS vs LH
+261.9%
+186.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +1.6% | +4.8% | -3.2% | -0.6% |
| 30D | +1.7% | +18.8% | -17.2% | -6.6% |
| 3M | -11.6% | +15.7% | -27.3% | -17.9% |
| 6M | -1.9% | +46.7% | -48.6% | -19.6% |
| YTD | +5.1% | +48.9% | -43.9% | -14.9% |
| 1Y | +16.4% | +43.5% | -27.0% | -4.0% |
| 3Y | +199.0% | +86.9% | +112.0% | +110.8% |
| 5Y | +157.4% | +60.4% | +97.0% | +92.2% |
| All | +448.8% | +261.9% | +186.9% | +165.5% |
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 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