-24.5%
TE vs LH
+56.3%
-80.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.4% | -2.3% | -4.5% |
| 7D | +0.9% | -7.4% | +8.3% | +4.9% |
| 30D | -16.3% | -4.6% | -11.7% | -14.3% |
| 3M | -40.8% | +14.5% | -55.3% | -45.7% |
| 6M | -42.6% | +14.8% | -57.4% | -48.1% |
| YTD | -31.4% | +23.3% | -54.7% | -42.2% |
| 1Y | +144.9% | +13.6% | +131.3% | +118.8% |
| All | -24.5% | +56.3% | -80.9% | -49.2% |
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