+150.3%
LH vs TW
+211.2%
-60.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.5% |
| 6M | +17.9% | -18.4% | +36.4% | +24.4% |
| YTD | +28.9% | -3.9% | +32.8% | +28.5% |
| 1Y | +16.6% | -13.3% | +30.0% | +20.1% |
| 3Y | +63.6% | +20.8% | +42.7% | +45.6% |
| 5Y | +30.0% | +20.3% | +9.7% | +13.3% |
| All | +150.3% | +211.2% | -60.9% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling