+708.6%
TLN vs LH
+109.1%
+599.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | +11.0% | +1.1% | +10.0% | +11.0% |
| 30D | +4.9% | +16.7% | -11.8% | +4.1% |
| 3M | +4.9% | +15.1% | -10.2% | +4.2% |
| 6M | +7.1% | +46.3% | -39.2% | +3.8% |
| YTD | +0.3% | +48.8% | -48.5% | -3.4% |
| 1Y | +5.9% | +39.7% | -33.8% | +2.9% |
| 3Y | +578.5% | +87.0% | +491.4% | +537.1% |
| All | +708.6% | +109.1% | +599.5% | +652.5% |
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