-54.1%
GTLB vs LH
+65.0%
-119.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.2% |
| 7D | -0.7% | +1.1% | -1.8% | -1.4% |
| 30D | -10.2% | +16.7% | -27.0% | -18.2% |
| 3M | +10.1% | +15.1% | -5.0% | +0.9% |
| 6M | +116.5% | +46.3% | +70.1% | +70.6% |
| YTD | +27.2% | +48.8% | -21.6% | -2.3% |
| 1Y | +8.6% | +39.7% | -31.2% | -13.0% |
| 3Y | +5.6% | +87.0% | -81.5% | -34.3% |
| 5Y | -61.8% | +53.0% | -114.8% | -72.5% |
| All | -54.1% | +65.0% | -119.0% | -64.6% |
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