+77.9%
TEM vs LH
+91.8%
-14.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.1% |
| 7D | -5.9% | +1.1% | -6.9% | -6.7% |
| 30D | +4.8% | +16.7% | -11.9% | -11.2% |
| 3M | +31.9% | +15.1% | +16.8% | +13.9% |
| 6M | +56.0% | +46.3% | +9.7% | +3.0% |
| YTD | +21.3% | +48.8% | -27.5% | -22.3% |
| 1Y | +5.4% | +39.7% | -34.3% | -27.2% |
| All | +77.9% | +91.8% | -14.0% | +17.9% |
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