+188.9%
TECH vs LH
+185.6%
+3.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | -0.1% | -3.2% | +3.1% | +1.7% |
| 30D | +0.3% | +0.1% | +0.1% | +0.1% |
| 3M | +32.9% | +18.6% | +14.3% | +20.5% |
| 6M | +32.1% | +17.9% | +14.1% | +20.4% |
| YTD | +23.4% | +28.9% | -5.6% | +7.2% |
| 1Y | +34.1% | +16.6% | +17.4% | +22.5% |
| 3Y | +2.2% | +63.6% | -61.4% | -21.1% |
| 5Y | -41.8% | +30.0% | -71.8% | -50.4% |
| 10Y | +188.9% | +191.9% | -3.0% | +73.8% |
| All | +188.9% | +185.6% | +3.3% | +73.8% |
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 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