+31.0%
LH vs TW
+20.2%
+10.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | +0.1% | -0.6% | +0.8% | +0.2% |
| 3M | +18.6% | +3.4% | +15.2% | +17.2% |
| 6M | +17.9% | -18.4% | +36.4% | +22.7% |
| YTD | +28.9% | -3.9% | +32.8% | +28.7% |
| 1Y | +16.6% | -13.3% | +30.0% | +19.2% |
| 3Y | +63.6% | +20.8% | +42.7% | +49.8% |
| All | +31.0% | +20.2% | +10.8% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling