+309.3%
TEL vs LH
+183.3%
+126.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +2.8% |
| 7D | +1.6% | -4.7% | +6.3% | +4.0% |
| 30D | -0.7% | -3.5% | +2.8% | +0.9% |
| 3M | +2.4% | +17.7% | -15.3% | -6.0% |
| 6M | +4.1% | +15.8% | -11.6% | -3.7% |
| YTD | -5.8% | +25.1% | -30.9% | -16.5% |
| 1Y | +0.9% | +12.5% | -11.6% | -6.1% |
| 3Y | +72.6% | +59.8% | +12.8% | +31.7% |
| 5Y | +57.5% | +27.1% | +30.5% | +32.9% |
| All | +309.3% | +183.3% | +126.1% | +120.1% |
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