+1,838.8%
T vs LH
+1,579.7%
+259.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.5% | +1.1% | +1.5% | +2.4% |
| 30D | -3.8% | +16.7% | -20.5% | -5.4% |
| 3M | -8.7% | +15.1% | -23.8% | -10.2% |
| 6M | -8.1% | +46.3% | -54.5% | -11.9% |
| YTD | -6.4% | +48.8% | -55.2% | -10.6% |
| 1Y | -9.8% | +39.7% | -49.5% | -13.2% |
| 3Y | +65.5% | +87.0% | -21.6% | +53.7% |
| 5Y | +57.0% | +53.0% | +3.9% | +48.2% |
| 10Y | +60.8% | +264.3% | -203.5% | +38.5% |
| All | +1,838.8% | +1,579.7% | +259.1% | +1,379.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling