+32.2%
LH vs GPC
+30.9%
+1.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | -2.5% | +1.2% | -3.6% | -2.8% |
| 30D | +4.3% | +6.0% | -1.6% | +2.7% |
| 3M | +25.5% | +42.6% | -17.1% | +13.9% |
| 6M | +17.0% | +22.8% | -5.8% | +10.2% |
| YTD | +31.3% | +15.5% | +15.8% | +25.0% |
| 1Y | +20.0% | +2.0% | +17.9% | +18.0% |
| 3Y | +63.9% | -1.4% | +65.3% | +58.6% |
| All | +32.2% | +30.9% | +1.3% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling