+139.3%
GS vs LH
+62.5%
+76.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -3.2% | +1.4% | -4.6% | -3.7% |
| 30D | -2.4% | +17.5% | -19.9% | -8.3% |
| 3M | -15.7% | +16.1% | -31.8% | -20.6% |
| 6M | -6.8% | +43.4% | -50.1% | -19.7% |
| YTD | -0.1% | +47.2% | -47.3% | -15.1% |
| 1Y | +12.1% | +50.1% | -38.0% | -5.7% |
| 3Y | +185.8% | +81.2% | +104.6% | +117.5% |
| All | +139.3% | +62.5% | +76.8% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling