+494.0%
TEAM vs LH
+179.1%
+314.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +2.9% |
| 7D | -7.8% | -7.4% | -0.4% | -4.7% |
| 30D | +16.5% | -4.6% | +21.1% | +18.9% |
| 3M | +96.2% | +14.5% | +81.7% | +85.0% |
| 6M | +130.2% | +14.8% | +115.4% | +116.4% |
| YTD | +10.7% | +23.3% | -12.5% | +0.1% |
| 1Y | +3.0% | +13.6% | -10.6% | -3.6% |
| 3Y | -13.1% | +56.3% | -69.4% | -30.3% |
| 5Y | -52.7% | +25.2% | -77.9% | -58.8% |
| All | +494.0% | +179.1% | +314.9% | +277.2% |
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 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