+192.5%
TECH vs LH
+267.5%
-75.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | +0.2% | +4.8% | -4.6% | -2.3% |
| 30D | +0.5% | +18.8% | -18.3% | -8.9% |
| 3M | +1.1% | +15.7% | -14.6% | -7.3% |
| 6M | +51.0% | +46.7% | +4.4% | +21.1% |
| YTD | +24.4% | +48.9% | -24.6% | -0.9% |
| 1Y | +27.4% | +43.5% | -16.0% | +3.7% |
| 3Y | +28.5% | +86.9% | -58.4% | -8.6% |
| 5Y | -40.9% | +60.4% | -101.3% | -55.0% |
| 10Y | +192.5% | +260.7% | -68.2% | +58.5% |
| All | +192.5% | +267.5% | -75.0% | +58.5% |
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