+45.9%
TEM vs LH
+59.0%
-13.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | +0.6% |
| 7D | -9.2% | -7.4% | -1.8% | -1.3% |
| 30D | +5.5% | -4.6% | +10.1% | +11.5% |
| 3M | +18.7% | +14.5% | +4.2% | +2.9% |
| 6M | +15.4% | +14.8% | +0.6% | -0.4% |
| YTD | -0.5% | +23.3% | -23.8% | -21.9% |
| 1Y | -24.8% | +13.6% | -38.4% | -35.6% |
| All | +45.9% | +59.0% | -13.0% | +18.5% |
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