+87.8%
LH vs GPC
+2.3%
+85.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.0% |
| 7D | +4.6% | +0.8% | +3.7% | +4.4% |
| 30D | +19.1% | -1.1% | +20.2% | +19.3% |
| 3M | +16.7% | -6.6% | +23.4% | +18.2% |
| 6M | +47.0% | +22.2% | +24.8% | +40.1% |
| YTD | +49.3% | +5.1% | +44.3% | +46.1% |
| 1Y | +48.6% | +2.8% | +45.8% | +46.1% |
| 3Y | +87.8% | +2.4% | +85.5% | +74.8% |
| All | +87.8% | +2.3% | +85.5% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling