+2,113.8%
LRCX vs GH
+467.1%
+1,646.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -3.1% | -2.5% | -0.6% | -2.5% |
| 30D | -8.6% | -4.7% | -3.9% | -7.7% |
| 3M | -17.7% | +20.2% | -37.9% | -21.5% |
| 6M | +36.4% | +78.8% | -42.4% | +18.1% |
| YTD | +74.5% | +54.1% | +20.5% | +55.8% |
| 1Y | +159.4% | +177.1% | -17.6% | +100.7% |
| 3Y | +361.6% | +371.6% | -10.0% | +195.2% |
| 5Y | +425.2% | +21.9% | +403.3% | +316.4% |
| All | +2,113.8% | +467.1% | +1,646.7% | +1,257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling