+52.1%
TEL vs LH
+23.7%
+28.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +1.8% |
| 7D | -2.3% | -7.4% | +5.1% | +0.9% |
| 30D | -6.1% | -4.6% | -1.5% | -4.3% |
| 3M | +1.7% | +14.5% | -12.8% | -4.5% |
| 6M | +1.6% | +14.8% | -13.2% | -4.7% |
| YTD | -9.1% | +23.3% | -32.3% | -17.6% |
| 1Y | -1.7% | +13.6% | -15.3% | -8.0% |
| 3Y | +67.3% | +56.3% | +11.0% | +32.5% |
| 5Y | +52.1% | +25.2% | +26.9% | +28.1% |
| All | +52.1% | +23.7% | +28.4% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling