+225.5%
GWW vs LH
+27.0%
+198.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | -3.4% | -4.7% | +1.3% | -1.8% |
| 30D | -1.9% | -3.5% | +1.6% | -0.8% |
| 3M | -2.4% | +17.7% | -20.1% | -8.1% |
| 6M | +15.7% | +15.8% | 0.0% | +9.4% |
| YTD | +27.6% | +25.1% | +2.5% | +17.5% |
| 1Y | +27.2% | +12.5% | +14.7% | +21.2% |
| 3Y | +89.7% | +59.8% | +29.9% | +57.0% |
| All | +225.5% | +27.0% | +198.5% | +183.5% |
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