-11.2%
TDG vs LH
+13.9%
-25.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +2.1% |
| 7D | -2.7% | -7.4% | +4.7% | +0.8% |
| 30D | -9.3% | -4.6% | -4.7% | -7.5% |
| 3M | -7.1% | +14.5% | -21.6% | -15.1% |
| 6M | -11.2% | +14.8% | -25.9% | -20.1% |
| All | -11.2% | +13.9% | -25.0% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling