-33.7%
TLT vs LH
+31.3%
-65.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | -0.3% | +2.0% | -2.3% | -0.5% |
| 3M | -1.7% | +24.3% | -26.0% | -3.6% |
| 6M | -4.9% | +21.1% | -26.0% | -6.6% |
| YTD | -2.8% | +30.4% | -33.2% | -5.2% |
| 1Y | -4.2% | +18.4% | -22.6% | -5.8% |
| 3Y | -1.1% | +65.5% | -66.6% | -5.8% |
| 5Y | -33.7% | +29.9% | -63.6% | -37.8% |
| All | -33.7% | +31.3% | -65.0% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling