+88.5%
TEM vs LH
+92.8%
-4.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +7.8% | +2.5% | +5.3% | +5.2% |
| 30D | +11.2% | +18.7% | -7.5% | -7.5% |
| 3M | +39.0% | +15.3% | +23.6% | +19.7% |
| 6M | +61.6% | +45.4% | +16.3% | +7.6% |
| YTD | +28.5% | +49.5% | -21.0% | -18.1% |
| 1Y | +6.7% | +41.4% | -34.6% | -27.3% |
| All | +88.5% | +92.8% | -4.3% | +24.3% |
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