+5.9%
TLN vs LH
+41.3%
-35.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | +11.0% | +1.1% | +10.0% | +11.2% |
| 30D | +4.9% | +16.7% | -11.8% | +8.1% |
| 3M | +4.9% | +15.1% | -10.2% | +8.1% |
| 6M | +7.1% | +46.3% | -39.2% | +13.6% |
| YTD | +0.3% | +48.8% | -48.5% | +3.6% |
| 1Y | +5.9% | +39.7% | -33.8% | +9.1% |
| All | +5.9% | +41.3% | -35.4% | +9.1% |
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