+1,895.7%
TER vs LH
+185.6%
+1,710.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.7% |
| 7D | +12.4% | -3.2% | +15.5% | +14.0% |
| 30D | +5.1% | +0.1% | +5.0% | +4.9% |
| 3M | +4.0% | +18.6% | -14.7% | -5.2% |
| 6M | +29.5% | +17.9% | +11.6% | +18.2% |
| YTD | +98.5% | +28.9% | +69.5% | +73.0% |
| 1Y | +234.1% | +16.6% | +217.5% | +203.5% |
| 3Y | +289.0% | +63.6% | +225.5% | +189.6% |
| 5Y | +228.2% | +30.0% | +198.2% | +172.2% |
| 10Y | +1,895.7% | +191.9% | +1,703.8% | +961.6% |
| All | +1,895.7% | +185.6% | +1,710.1% | +961.6% |
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