+20.0%
LH vs GWRE
-25.4%
+45.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -19.9% | +18.5% | -0.2% |
| 7D | -2.5% | -21.1% | +18.6% | -1.2% |
| 30D | +4.3% | +1.3% | +3.0% | +4.1% |
| 3M | +25.5% | +7.4% | +18.1% | +23.6% |
| 6M | +17.0% | +5.6% | +11.4% | +14.6% |
| YTD | +31.3% | -19.2% | +50.5% | +30.4% |
| 1Y | +20.0% | -25.1% | +45.1% | +21.0% |
| All | +20.0% | -25.4% | +45.4% | +21.0% |
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