+40.7%
THC vs LEN
-21.9%
+62.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +7.1% | +2.5% | +8.0% |
| 7D | +8.8% | +10.5% | -1.6% | +6.5% |
| 30D | +12.6% | +24.6% | -12.0% | +7.2% |
| 3M | +15.4% | +6.6% | +8.7% | +13.6% |
| 6M | +57.7% | +10.6% | +47.0% | +53.6% |
| YTD | +47.1% | -8.3% | +55.4% | +49.3% |
| 1Y | +40.7% | -22.5% | +63.2% | +46.0% |
| All | +40.7% | -21.9% | +62.6% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling