+122.4%
TD vs LH
+28.2%
+94.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.9% |
| 7D | -1.9% | -3.2% | +1.3% | -1.2% |
| 30D | -1.6% | +0.1% | -1.8% | -1.7% |
| 3M | +4.6% | +18.6% | -14.0% | +0.2% |
| 6M | +26.8% | +17.9% | +8.9% | +21.5% |
| YTD | +28.3% | +28.9% | -0.6% | +20.0% |
| 1Y | +60.4% | +16.6% | +43.8% | +53.6% |
| 3Y | +125.7% | +63.6% | +62.2% | +93.1% |
| 5Y | +122.4% | +30.0% | +92.3% | +94.5% |
| All | +122.4% | +28.2% | +94.2% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling