-52.0%
GTLB vs LH
+45.5%
-97.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.9% |
| 7D | +11.1% | -2.5% | +13.5% | +12.8% |
| 30D | +37.8% | +4.3% | +33.5% | +34.4% |
| 3M | +61.6% | +25.5% | +36.0% | +40.1% |
| 6M | +98.9% | +17.0% | +82.0% | +79.6% |
| YTD | +32.8% | +31.3% | +1.5% | +10.3% |
| 1Y | +14.7% | +20.0% | -5.3% | +0.4% |
| 3Y | +1.3% | +63.9% | -62.5% | -31.8% |
| All | -52.0% | +45.5% | -97.6% | -60.1% |
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