+60.4%
LH vs GPC
+3.6%
+56.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | +1.4% | +1.6% | -0.1% | +1.0% |
| 30D | +17.5% | -2.1% | +19.6% | +18.0% |
| 3M | +16.1% | -6.8% | +22.9% | +17.9% |
| 6M | +43.4% | +18.6% | +24.8% | +36.0% |
| YTD | +47.2% | +2.7% | +44.5% | +44.1% |
| 1Y | +50.1% | +1.8% | +48.3% | +47.3% |
| 3Y | +81.2% | +1.1% | +80.1% | +71.8% |
| All | +60.4% | +3.6% | +56.8% | +47.2% |
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