+561.8%
GWW vs LH
+183.3%
+378.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.1% |
| 7D | -3.4% | -4.7% | +1.3% | -1.6% |
| 30D | -1.9% | -3.5% | +1.6% | -0.7% |
| 3M | -2.4% | +17.7% | -20.1% | -8.8% |
| 6M | +15.7% | +15.8% | 0.0% | +8.6% |
| YTD | +27.6% | +25.1% | +2.5% | +16.2% |
| 1Y | +27.2% | +12.5% | +14.7% | +20.4% |
| 3Y | +89.7% | +59.8% | +29.9% | +53.4% |
| 5Y | +223.9% | +27.1% | +196.9% | +182.9% |
| All | +561.8% | +183.3% | +378.5% | +307.2% |
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