-11.4%
TLT vs LH
+263.2%
-274.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | +0.1% |
| 7D | -1.0% | +1.2% | -2.2% | -1.0% |
| 30D | +4.1% | +18.0% | -13.9% | +4.4% |
| 3M | -0.4% | +15.7% | -16.0% | -0.1% |
| 6M | -3.2% | +46.6% | -49.8% | -2.4% |
| YTD | -3.5% | +49.5% | -53.0% | -2.7% |
| 1Y | -5.8% | +40.2% | -46.0% | -5.2% |
| 3Y | +4.6% | +87.6% | -83.0% | +6.5% |
| 5Y | -34.4% | +59.3% | -93.7% | -34.0% |
| 10Y | -11.4% | +266.1% | -277.5% | -4.7% |
| All | -11.4% | +263.2% | -274.6% | -4.7% |
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 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