-65.5%
TEAM vs LH
+61.0%
-126.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | -19.7% | +1.2% | -20.9% | -20.3% |
| 30D | -26.6% | +18.0% | -44.6% | -33.5% |
| 3M | -1.1% | +15.7% | -16.8% | -9.5% |
| 6M | +74.6% | +46.6% | +28.0% | +38.5% |
| YTD | -6.0% | +49.5% | -55.5% | -27.5% |
| 1Y | -3.2% | +40.2% | -43.4% | -22.2% |
| 3Y | -13.5% | +87.6% | -101.1% | -45.5% |
| 5Y | -65.5% | +59.3% | -124.8% | -75.8% |
| All | -65.5% | +61.0% | -126.5% | -75.8% |
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