-19.8%
TLT vs LH
+185.6%
-205.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -0.3% | -3.2% | +2.9% | -0.3% |
| 30D | 0.0% | +0.1% | -0.2% | 0.0% |
| 3M | -2.9% | +18.6% | -21.5% | -2.6% |
| 6M | -6.3% | +17.9% | -24.2% | -6.0% |
| YTD | -3.3% | +28.9% | -32.3% | -2.9% |
| 1Y | -4.2% | +16.6% | -20.8% | -3.9% |
| 3Y | -1.7% | +63.6% | -65.2% | -0.3% |
| 5Y | -34.9% | +30.0% | -64.9% | -35.0% |
| 10Y | -19.8% | +191.9% | -211.7% | -15.7% |
| All | -19.8% | +185.6% | -205.4% | -15.7% |
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