+587.5%
TLN vs LH
+81.2%
+506.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | +5.8% | -3.2% | +9.0% | +6.1% |
| 30D | -6.9% | +0.1% | -7.0% | -6.9% |
| 3M | -10.9% | +18.6% | -29.5% | -12.2% |
| 6M | -4.6% | +17.9% | -22.5% | -6.0% |
| YTD | -14.7% | +28.9% | -43.7% | -17.3% |
| 1Y | -17.9% | +16.6% | -34.5% | -19.3% |
| 3Y | +483.9% | +63.6% | +420.3% | +452.8% |
| All | +587.5% | +81.2% | +506.2% | +544.0% |
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