-53.2%
TE vs LH
+129.1%
-182.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | -4.0% | -2.5% | -1.5% | -3.3% |
| 30D | -15.9% | +4.3% | -20.2% | -17.0% |
| 3M | -60.5% | +25.5% | -86.1% | -63.4% |
| 6M | -35.2% | +17.0% | -52.2% | -38.7% |
| YTD | -31.1% | +31.3% | -62.4% | -37.6% |
| 1Y | +148.6% | +20.0% | +128.7% | +131.9% |
| 3Y | -26.4% | +63.9% | -90.3% | -37.3% |
| 5Y | -48.0% | +30.9% | -78.9% | -55.3% |
| All | -53.2% | +129.1% | -182.2% | -60.6% |
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