-17.9%
TLN vs LH
+16.9%
-34.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -2.0% |
| 7D | +5.8% | -3.2% | +9.0% | +5.5% |
| 30D | -6.9% | +0.1% | -7.0% | -6.9% |
| 3M | -10.9% | +18.6% | -29.5% | -9.1% |
| 6M | -4.6% | +17.9% | -22.5% | -3.2% |
| YTD | -14.7% | +28.9% | -43.7% | -14.9% |
| 1Y | -17.9% | +16.6% | -34.5% | -16.7% |
| All | -17.9% | +16.9% | -34.8% | -16.7% |
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