+12,759.1%
TDG vs LH
+589.7%
+12,169.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | -2.4% | -3.2% | +0.8% | -0.8% |
| 30D | -8.0% | +0.1% | -8.1% | -8.2% |
| 3M | -10.5% | +18.6% | -29.1% | -18.3% |
| 6M | -11.9% | +17.9% | -29.8% | -19.3% |
| YTD | -15.4% | +28.9% | -44.3% | -26.2% |
| 1Y | -14.2% | +16.6% | -30.8% | -21.6% |
| 3Y | +51.0% | +63.6% | -12.5% | +12.7% |
| 5Y | +126.5% | +30.0% | +96.4% | +86.1% |
| 10Y | +535.6% | +191.9% | +343.6% | +215.0% |
| All | +12,759.1% | +589.7% | +12,169.5% | +3,614.8% |
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