+316.7%
LH vs GWRE
+741.3%
-424.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -4.7% | -13.2% | +8.5% | -2.3% |
| 30D | -3.5% | -18.6% | +15.1% | -0.6% |
| 3M | +17.7% | +18.9% | -1.2% | +12.5% |
| 6M | +15.8% | -11.0% | +26.7% | +15.3% |
| YTD | +25.1% | -29.9% | +55.0% | +29.6% |
| 1Y | +12.5% | -44.3% | +56.8% | +21.9% |
| 3Y | +59.8% | +51.7% | +8.1% | +37.4% |
| 5Y | +27.1% | +15.4% | +11.6% | +12.7% |
| 10Y | +183.2% | +129.4% | +53.8% | +118.5% |
| All | +316.7% | +741.3% | -424.6% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling