-48.5%
TE vs LH
+23.7%
-72.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.4% | -2.3% | -4.4% |
| 7D | +0.9% | -7.4% | +8.3% | +5.1% |
| 30D | -16.3% | -4.6% | -11.7% | -14.3% |
| 3M | -40.8% | +14.5% | -55.3% | -45.8% |
| 6M | -42.6% | +14.8% | -57.4% | -48.1% |
| YTD | -31.4% | +23.3% | -54.7% | -41.5% |
| 1Y | +144.9% | +13.6% | +131.3% | +119.5% |
| 3Y | -26.0% | +56.3% | -82.4% | -46.4% |
| 5Y | -48.5% | +25.2% | -73.7% | -61.5% |
| All | -48.5% | +23.7% | -72.2% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling