+3,987.3%
LH vs TDY
+6,969.6%
-2,982.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.4% |
| 7D | -7.4% | -1.9% | -5.5% | -7.1% |
| 30D | -4.6% | -12.5% | +7.9% | -2.1% |
| 3M | +14.5% | -0.8% | +15.3% | +14.5% |
| 6M | +14.8% | -9.0% | +23.8% | +16.7% |
| YTD | +23.3% | +16.8% | +6.5% | +19.1% |
| 1Y | +13.6% | +9.5% | +4.1% | +11.1% |
| 3Y | +56.3% | +45.4% | +10.9% | +43.7% |
| 5Y | +25.2% | +37.8% | -12.6% | +15.6% |
| 10Y | +179.1% | +470.2% | -291.1% | +102.1% |
| All | +3,987.3% | +6,969.6% | -2,982.3% | +2,150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling