+37.7%
LH vs TPG
+74.1%
-36.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.2% |
| 7D | -4.7% | -9.4% | +4.7% | -2.9% |
| 30D | -3.5% | -5.3% | +1.8% | -2.6% |
| 3M | +17.7% | +12.9% | +4.8% | +14.6% |
| 6M | +15.8% | +20.1% | -4.3% | +11.1% |
| YTD | +25.1% | -22.5% | +47.6% | +30.4% |
| 1Y | +12.5% | -19.7% | +32.2% | +16.0% |
| 3Y | +59.8% | +81.2% | -21.4% | +32.5% |
| All | +37.7% | +74.1% | -36.5% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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