+87.0%
LH vs TW
+44.1%
+43.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +1.1% | +3.9% | -2.9% | +0.6% |
| 30D | +16.7% | +19.9% | -3.2% | +14.4% |
| 3M | +15.1% | +25.9% | -10.9% | +12.1% |
| 6M | +46.3% | +21.1% | +25.2% | +42.9% |
| YTD | +48.8% | +23.9% | +24.9% | +44.3% |
| 1Y | +39.7% | +21.2% | +18.5% | +36.0% |
| 3Y | +87.0% | +44.8% | +42.3% | +85.0% |
| All | +87.0% | +44.1% | +43.0% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling