+12,207.5%
GWW vs LH
+1,355.8%
+10,851.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -0.5% | -3.2% | +2.7% | 0.0% |
| 30D | -1.4% | +0.1% | -1.6% | -1.5% |
| 3M | -3.6% | +18.6% | -22.3% | -6.0% |
| 6M | +15.1% | +17.9% | -2.8% | +12.4% |
| YTD | +27.5% | +28.9% | -1.5% | +22.9% |
| 1Y | +29.6% | +16.6% | +13.0% | +26.6% |
| 3Y | +90.1% | +63.6% | +26.5% | +76.7% |
| 5Y | +222.6% | +30.0% | +192.6% | +207.9% |
| 10Y | +566.5% | +191.9% | +374.6% | +471.2% |
| All | +12,207.5% | +1,355.8% | +10,851.7% | +8,369.6% |
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