+7,857.5%
TD vs LH
+4,016.4%
+3,841.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | -0.7% | +2.0% | -2.7% | -1.0% |
| 3M | +6.3% | +24.3% | -18.0% | +2.4% |
| 6M | +27.9% | +21.1% | +6.9% | +23.7% |
| YTD | +29.8% | +30.4% | -0.6% | +23.8% |
| 1Y | +63.7% | +18.4% | +45.3% | +58.4% |
| 3Y | +128.3% | +65.5% | +62.9% | +107.8% |
| 5Y | +125.5% | +29.9% | +95.7% | +112.1% |
| 10Y | +296.7% | +186.6% | +110.1% | +224.5% |
| All | +7,857.5% | +4,016.4% | +3,841.2% | +4,783.0% |
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