+2,064.0%
GS vs LH
+6,840.8%
-4,776.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | +0.9% | -2.5% | +3.4% | +1.9% |
| 30D | -1.6% | +4.3% | -5.9% | -3.2% |
| 3M | -4.5% | +25.5% | -30.0% | -12.8% |
| 6M | +20.9% | +17.0% | +3.9% | +13.3% |
| YTD | +19.9% | +31.3% | -11.4% | +7.3% |
| 1Y | +41.4% | +20.0% | +21.4% | +30.4% |
| 3Y | +239.2% | +63.9% | +175.3% | +175.5% |
| 5Y | +185.0% | +30.9% | +154.2% | +148.6% |
| 10Y | +655.0% | +191.4% | +463.6% | +375.0% |
| All | +2,064.0% | +6,840.8% | -4,776.8% | +636.1% |
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