+452.0%
TEAM vs LH
+263.7%
+188.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -16.9% | +2.5% | -19.4% | -17.8% |
| 30D | -26.8% | +18.7% | -45.5% | -32.2% |
| 3M | -1.9% | +15.3% | -17.2% | -8.1% |
| 6M | +79.2% | +45.4% | +33.8% | +51.6% |
| YTD | -6.1% | +49.5% | -55.6% | -22.2% |
| 1Y | -2.1% | +41.4% | -43.5% | -16.9% |
| 3Y | -13.6% | +87.6% | -101.2% | -36.2% |
| 5Y | -65.8% | +53.8% | -119.6% | -72.8% |
| All | +452.0% | +263.7% | +188.3% | +205.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling