+189.2%
TECH vs LH
+263.2%
-74.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +0.1% | +1.2% | -1.1% | -0.6% |
| 30D | +0.3% | +18.0% | -17.6% | -8.7% |
| 3M | +1.0% | +15.7% | -14.7% | -7.4% |
| 6M | +54.0% | +46.6% | +7.3% | +23.5% |
| YTD | +24.3% | +49.5% | -25.1% | -1.1% |
| 1Y | +23.7% | +40.2% | -16.5% | +1.9% |
| 3Y | +28.5% | +87.6% | -59.1% | -8.8% |
| 5Y | -41.2% | +59.3% | -100.5% | -55.2% |
| 10Y | +189.2% | +266.1% | -76.9% | +55.1% |
| All | +189.2% | +263.2% | -74.0% | +55.1% |
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