-55.4%
GTLB vs LH
+43.0%
-98.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.0% |
| 7D | -6.6% | -3.2% | -3.4% | -4.7% |
| 30D | +13.7% | +0.1% | +13.6% | +13.7% |
| 3M | +52.9% | +18.6% | +34.3% | +37.4% |
| 6M | +88.5% | +17.9% | +70.6% | +69.4% |
| YTD | +23.4% | +28.9% | -5.5% | +3.7% |
| 1Y | -3.8% | +16.6% | -20.4% | -14.2% |
| 3Y | -11.5% | +63.6% | -75.1% | -40.7% |
| All | -55.4% | +43.0% | -98.4% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling