-25.8%
TE vs LH
+44.2%
-70.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.5% | -2.9% |
| 7D | +3.8% | +2.1% | +1.7% | +4.2% |
| 30D | -26.2% | +19.2% | -45.4% | -22.8% |
| 3M | -49.7% | +18.0% | -67.7% | -47.4% |
| 6M | -46.5% | +46.1% | -92.5% | -38.3% |
| YTD | -59.1% | +47.7% | -106.8% | -52.8% |
| 1Y | -25.8% | +47.2% | -73.0% | -20.7% |
| All | -25.8% | +44.2% | -70.0% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling