-1.1%
TLT vs LH
+64.5%
-65.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | -0.3% | +2.0% | -2.3% | -0.6% |
| 3M | -1.7% | +24.3% | -26.0% | -4.7% |
| 6M | -4.9% | +21.1% | -26.0% | -7.5% |
| YTD | -2.8% | +30.4% | -33.2% | -6.7% |
| 1Y | -4.2% | +18.4% | -22.6% | -6.7% |
| 3Y | -1.1% | +65.5% | -66.6% | -13.5% |
| All | -1.1% | +64.5% | -65.6% | -13.5% |
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