+5,780.2%
TGT vs LH
+1,372.9%
+4,407.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.9% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | +9.5% | +2.0% | +7.5% | +9.2% |
| 3M | +32.3% | +24.3% | +8.0% | +27.2% |
| 6M | +37.0% | +21.1% | +16.0% | +32.3% |
| YTD | +71.0% | +30.4% | +40.6% | +62.9% |
| 1Y | +85.0% | +18.4% | +66.7% | +79.0% |
| 3Y | +46.8% | +65.5% | -18.6% | +33.9% |
| 5Y | -22.7% | +29.9% | -52.6% | -26.9% |
| 10Y | +216.3% | +186.6% | +29.6% | +160.1% |
| All | +5,780.2% | +1,372.9% | +4,407.3% | +3,173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling