+93,098.6%
TECH vs LH
+1,587.6%
+91,510.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +0.1% | +1.2% | -1.1% | -0.2% |
| 30D | +0.3% | +18.0% | -17.6% | -3.2% |
| 3M | +1.0% | +15.7% | -14.7% | -2.2% |
| 6M | +54.0% | +46.6% | +7.3% | +41.7% |
| YTD | +24.3% | +49.5% | -25.1% | +14.2% |
| 1Y | +23.7% | +40.2% | -16.5% | +15.1% |
| 3Y | +28.5% | +87.6% | -59.1% | +13.3% |
| 5Y | -41.2% | +59.3% | -100.5% | -46.4% |
| 10Y | +189.2% | +266.1% | -76.9% | +125.7% |
| All | +93,098.6% | +1,587.6% | +91,510.9% | +48,736.0% |
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