+1,562.0%
LH vs GPC
+2,210.9%
-648.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | +1.4% | +1.6% | -0.1% | +0.8% |
| 30D | +17.5% | -2.1% | +19.6% | +18.2% |
| 3M | +16.1% | -6.8% | +22.9% | +18.7% |
| 6M | +43.4% | +18.6% | +24.8% | +33.2% |
| YTD | +47.2% | +2.7% | +44.5% | +42.9% |
| 1Y | +50.1% | +1.8% | +48.3% | +46.2% |
| 3Y | +81.2% | +1.1% | +80.1% | +71.2% |
| 5Y | +63.7% | +4.1% | +59.7% | +50.5% |
| 10Y | +269.2% | +88.2% | +180.9% | +156.8% |
| All | +1,562.0% | +2,210.9% | -648.9% | +340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling