+802.8%
TEAM vs LH
+221.0%
+581.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.0% |
| 7D | -0.4% | -2.5% | +2.0% | +0.7% |
| 30D | +67.3% | +4.3% | +63.0% | +64.4% |
| 3M | +86.8% | +25.5% | +61.3% | +68.8% |
| 6M | +146.8% | +17.0% | +129.9% | +129.6% |
| YTD | +16.9% | +31.3% | -14.3% | +2.6% |
| 1Y | +12.8% | +20.0% | -7.2% | +2.9% |
| 3Y | -7.3% | +63.9% | -71.1% | -27.7% |
| 5Y | -50.7% | +30.9% | -81.6% | -58.0% |
| 10Y | +529.8% | +191.4% | +338.4% | +267.1% |
| All | +802.8% | +221.0% | +581.7% | +396.9% |
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