+95.0%
LH vs GGLL
+210.8%
-115.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | +1.1% | +7.7% | -6.6% | +0.6% |
| 30D | +16.7% | -30.2% | +47.0% | +18.9% |
| 3M | +15.1% | -31.3% | +46.4% | +17.3% |
| 6M | +46.3% | -52.1% | +98.4% | +52.3% |
| YTD | +48.8% | -25.9% | +74.6% | +48.6% |
| 1Y | +39.7% | -8.5% | +48.2% | +36.7% |
| 3Y | +87.0% | +165.5% | -78.5% | +57.0% |
| All | +95.0% | +210.8% | -115.8% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling