+71.0%
LH vs GGLL
+328.4%
-257.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.8% | +1.9% | -2.7% | -1.0% |
| 30D | +2.0% | -9.7% | +11.7% | +2.6% |
| 3M | +24.3% | -18.0% | +42.3% | +25.3% |
| 6M | +21.1% | +15.3% | +5.8% | +18.2% |
| YTD | +30.4% | +2.2% | +28.2% | +28.3% |
| 1Y | +18.4% | +73.1% | -54.7% | +10.5% |
| 3Y | +65.5% | +242.7% | -177.2% | +37.6% |
| All | +71.0% | +328.4% | -257.4% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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