+66.9%
T vs LH
+179.1%
-112.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +2.9% |
| 7D | -2.4% | -7.4% | +5.0% | -0.2% |
| 30D | +4.3% | -4.6% | +8.9% | +5.7% |
| 3M | +11.6% | +14.5% | -3.0% | +6.8% |
| 6M | -5.6% | +14.8% | -20.4% | -9.9% |
| YTD | +6.6% | +23.3% | -16.7% | -0.8% |
| 1Y | -8.4% | +13.6% | -22.0% | -12.7% |
| 3Y | +107.8% | +56.3% | +51.5% | +76.0% |
| 5Y | +68.3% | +25.2% | +43.1% | +50.7% |
| All | +66.9% | +179.1% | -112.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling