+1,704.0%
GS vs LH
+7,683.3%
-5,979.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.3% |
| YTD | -0.1% | +47.2% | -47.3% | -14.6% |
| 1Y | +12.1% | +50.1% | -38.0% | -5.0% |
| 3Y | +185.8% | +81.2% | +104.6% | +123.1% |
| 5Y | +140.1% | +63.7% | +76.4% | +92.1% |
| 10Y | +505.2% | +269.2% | +236.1% | +250.0% |
| All | +1,704.0% | +7,683.3% | -5,979.3% | +486.1% |
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