+28.6%
LH vs TDY
+39.0%
-10.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.1% |
| 7D | -4.7% | -1.1% | -3.6% | -4.3% |
| 30D | -3.5% | -12.0% | +8.6% | +0.5% |
| 3M | +17.7% | -3.2% | +20.9% | +18.6% |
| 6M | +15.8% | -7.9% | +23.6% | +18.4% |
| YTD | +25.1% | +18.2% | +6.9% | +17.2% |
| 1Y | +12.5% | +6.7% | +5.8% | +9.0% |
| 3Y | +59.8% | +47.5% | +12.2% | +36.6% |
| All | +28.6% | +39.0% | -10.5% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling