+478.5%
GS vs LH
+259.5%
+219.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.2% | +4.0% |
| 7D | +0.8% | +4.6% | -3.7% | -1.3% |
| 30D | +1.2% | +19.1% | -17.9% | -7.2% |
| 3M | -12.4% | +16.7% | -29.2% | -19.1% |
| 6M | -2.3% | +47.0% | -49.4% | -20.0% |
| YTD | +4.6% | +49.3% | -44.7% | -15.4% |
| 1Y | +17.5% | +48.6% | -31.1% | -4.9% |
| 3Y | +202.0% | +87.8% | +114.2% | +112.3% |
| 5Y | +152.4% | +65.0% | +87.3% | +85.3% |
| 10Y | +478.5% | +275.0% | +203.5% | +166.3% |
| All | +478.5% | +259.5% | +219.1% | +166.3% |
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