-53.1%
TEAM vs LH
+28.2%
-81.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.4% |
| 7D | -4.7% | -3.2% | -1.5% | -2.8% |
| 30D | +17.0% | +0.1% | +16.9% | +17.0% |
| 3M | +85.9% | +18.6% | +67.3% | +68.3% |
| 6M | +116.7% | +17.9% | +98.7% | +96.3% |
| YTD | +9.6% | +28.9% | -19.3% | -7.3% |
| 1Y | -2.5% | +16.6% | -19.2% | -12.3% |
| 3Y | -14.0% | +63.6% | -77.5% | -41.1% |
| 5Y | -53.1% | +30.0% | -83.1% | -61.2% |
| All | -53.1% | +28.2% | -81.3% | -61.2% |
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 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