+81.2%
LH vs GGLL
+154.9%
-73.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.8% |
| 7D | +1.4% | +3.1% | -1.7% | +1.3% |
| 30D | +17.5% | -36.3% | +53.8% | +19.3% |
| 3M | +16.1% | -40.4% | +56.4% | +18.1% |
| 6M | +43.4% | -54.6% | +98.0% | +47.5% |
| YTD | +47.2% | -31.1% | +78.3% | +47.1% |
| 1Y | +50.1% | -19.2% | +69.3% | +48.3% |
| 3Y | +81.2% | +151.5% | -70.4% | +64.6% |
| All | +81.2% | +154.9% | -73.8% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling