+47.2%
LH vs GWRE
-24.5%
+71.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.9% | -2.0% | +3.6% |
| 7D | +2.1% | +2.2% | -0.1% | +1.9% |
| 30D | +19.2% | +4.5% | +14.6% | +18.8% |
| 3M | +18.0% | +6.4% | +11.6% | +17.3% |
| 6M | +46.1% | +18.8% | +27.2% | +42.5% |
| YTD | +47.7% | -15.1% | +62.8% | +44.5% |
| 1Y | +47.2% | -23.4% | +70.6% | +50.5% |
| All | +47.2% | -24.5% | +71.7% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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