+52.0%
TDG vs LH
+58.7%
-6.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | -1.9% | -4.7% | +2.8% | -0.6% |
| 30D | -7.7% | -3.5% | -4.2% | -6.9% |
| 3M | -9.3% | +17.7% | -27.0% | -13.6% |
| 6M | -9.4% | +15.8% | -25.1% | -13.3% |
| YTD | -14.3% | +25.1% | -39.4% | -19.6% |
| 1Y | -11.8% | +12.5% | -24.3% | -15.3% |
| 3Y | +52.0% | +59.8% | -7.8% | +36.0% |
| All | +52.0% | +58.7% | -6.7% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling