+92,624.9%
TECH vs LH
+1,382.1%
+91,242.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +0.1% | -2.5% | +2.6% | +0.6% |
| 30D | +0.7% | +4.3% | -3.6% | -0.2% |
| 3M | +36.3% | +25.5% | +10.8% | +29.9% |
| 6M | +25.6% | +17.0% | +8.6% | +21.6% |
| YTD | +23.7% | +31.3% | -7.6% | +16.9% |
| 1Y | +37.6% | +20.0% | +17.7% | +32.5% |
| 3Y | -6.6% | +63.9% | -70.5% | -15.1% |
| 5Y | -42.2% | +30.9% | -73.1% | -45.1% |
| 10Y | +187.6% | +191.4% | -3.8% | +134.5% |
| All | +92,624.9% | +1,382.1% | +91,242.8% | +49,926.0% |
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