-25.6%
TGT vs LH
+23.7%
-49.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +0.8% |
| 7D | -5.0% | -7.4% | +2.4% | -1.8% |
| 30D | +3.0% | -4.6% | +7.6% | +5.2% |
| 3M | +22.6% | +14.5% | +8.1% | +15.0% |
| 6M | +31.2% | +14.8% | +16.4% | +22.7% |
| YTD | +63.7% | +23.3% | +40.4% | +47.4% |
| 1Y | +78.5% | +13.6% | +64.9% | +66.3% |
| 3Y | +40.5% | +56.3% | -15.8% | +10.3% |
| 5Y | -25.6% | +25.2% | -50.8% | -37.4% |
| All | -25.6% | +23.7% | -49.3% | -37.4% |
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