-16.7%
TLN vs LH
+20.0%
-36.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.1% | +3.6% |
| 7D | +7.1% | -2.5% | +9.5% | +6.8% |
| 30D | -3.9% | +4.3% | -8.2% | -3.5% |
| 3M | -16.2% | +25.5% | -41.7% | -14.9% |
| 6M | -5.8% | +17.0% | -22.8% | -4.3% |
| YTD | -15.4% | +31.3% | -46.7% | -15.8% |
| 1Y | -16.7% | +20.0% | -36.6% | -15.4% |
| All | -16.7% | +20.0% | -36.7% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling