-10.3%
GTLB vs LH
+56.3%
-66.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +3.5% |
| 7D | -4.1% | -7.4% | +3.3% | -1.7% |
| 30D | +12.3% | -4.6% | +16.9% | +14.0% |
| 3M | +65.9% | +14.5% | +51.4% | +58.2% |
| 6M | +104.0% | +14.8% | +89.2% | +94.1% |
| YTD | +26.0% | +23.3% | +2.8% | +16.3% |
| 1Y | -3.5% | +13.6% | -17.1% | -8.5% |
| All | -10.3% | +56.3% | -66.6% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling