+43.5%
LH vs GPC
+2.1%
+41.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | +4.8% | +0.4% | +4.4% | +4.7% |
| 30D | +18.8% | -1.8% | +20.6% | +19.2% |
| 3M | +15.7% | -6.6% | +22.3% | +17.2% |
| 6M | +46.7% | +21.3% | +25.3% | +38.6% |
| YTD | +48.9% | +4.3% | +44.7% | +40.3% |
| 1Y | +43.5% | +3.3% | +40.2% | +35.7% |
| All | +43.5% | +2.1% | +41.4% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling