+59.7%
TEM vs LH
+68.2%
-8.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.2% |
| 7D | +3.2% | -0.8% | +4.1% | +4.1% |
| 30D | +23.5% | +2.0% | +21.5% | +21.6% |
| 3M | +32.3% | +24.3% | +8.1% | +4.8% |
| 6M | +23.0% | +21.1% | +2.0% | +0.2% |
| YTD | +8.9% | +30.4% | -21.6% | -19.7% |
| 1Y | -19.9% | +18.4% | -38.2% | -34.0% |
| All | +59.7% | +68.2% | -8.5% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling