+495.0%
TLN vs LH
+64.5%
+430.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.8% |
| 7D | +10.9% | -0.8% | +11.7% | +11.0% |
| 30D | -6.3% | +2.0% | -8.3% | -6.5% |
| 3M | -10.7% | +24.3% | -34.9% | -12.5% |
| 6M | +1.6% | +21.1% | -19.4% | -0.2% |
| YTD | -13.1% | +30.4% | -43.5% | -15.8% |
| 1Y | -15.1% | +18.4% | -33.4% | -16.6% |
| 3Y | +495.0% | +65.5% | +429.5% | +465.9% |
| All | +495.0% | +64.5% | +430.5% | +465.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling