-54.5%
GTLB vs LH
+36.7%
-91.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +4.7% |
| 7D | -4.1% | -7.4% | +3.3% | +0.3% |
| 30D | +12.3% | -4.6% | +16.9% | +15.3% |
| 3M | +65.9% | +14.5% | +51.4% | +52.0% |
| 6M | +104.0% | +14.8% | +89.2% | +85.8% |
| YTD | +26.0% | +23.3% | +2.8% | +8.6% |
| 1Y | -3.5% | +13.6% | -17.1% | -12.8% |
| 3Y | -9.6% | +56.3% | -66.0% | -37.9% |
| All | -54.5% | +36.7% | -91.1% | -60.7% |
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