+670.1%
TEL vs LH
+405.7%
+264.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.4% |
| 7D | -1.4% | -0.8% | -0.6% | -1.0% |
| 30D | -4.9% | +2.0% | -6.9% | -6.0% |
| 3M | +0.1% | +24.3% | -24.2% | -11.7% |
| 6M | +0.4% | +21.1% | -20.7% | -10.3% |
| YTD | -8.9% | +30.4% | -39.4% | -22.2% |
| 1Y | -0.3% | +18.4% | -18.7% | -10.6% |
| 3Y | +67.6% | +65.5% | +2.2% | +21.6% |
| 5Y | +50.7% | +29.9% | +20.8% | +23.1% |
| 10Y | +288.6% | +186.6% | +102.0% | +82.2% |
| All | +670.1% | +405.7% | +264.3% | +100.2% |
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