+581.7%
TLN vs LH
+84.5%
+497.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.1% | +3.9% |
| 7D | +7.1% | -2.5% | +9.5% | +7.2% |
| 30D | -3.9% | +4.3% | -8.2% | -4.2% |
| 3M | -16.2% | +25.5% | -41.7% | -17.9% |
| 6M | -5.8% | +17.0% | -22.8% | -7.0% |
| YTD | -15.4% | +31.3% | -46.7% | -18.1% |
| 1Y | -16.7% | +20.0% | -36.6% | -18.3% |
| 3Y | +473.8% | +63.9% | +409.9% | +443.5% |
| All | +581.7% | +84.5% | +497.2% | +537.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling