+1,710.5%
GS vs LH
+7,613.9%
-5,903.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.1% | -5.9% |
| 7D | -6.3% | -1.3% | -5.0% | -5.8% |
| 30D | -3.1% | +16.6% | -19.7% | -8.7% |
| 3M | -17.7% | +16.0% | -33.6% | -22.4% |
| 6M | -4.6% | +42.0% | -46.5% | -17.1% |
| YTD | +0.3% | +45.9% | -45.6% | -14.0% |
| 1Y | +11.7% | +46.4% | -34.7% | -4.4% |
| 3Y | +183.6% | +79.0% | +104.6% | +122.4% |
| 5Y | +141.0% | +62.3% | +78.7% | +93.5% |
| 10Y | +507.4% | +265.9% | +241.6% | +252.4% |
| All | +1,710.5% | +7,613.9% | -5,903.4% | +490.2% |
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