+131.2%
TLT vs LH
+1,190.2%
-1,059.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.1% |
| 7D | -0.4% | -2.5% | +2.0% | -0.6% |
| 30D | -0.6% | +4.3% | -4.9% | -0.3% |
| 3M | -2.7% | +25.5% | -28.3% | -1.2% |
| 6M | -5.6% | +17.0% | -22.6% | -4.6% |
| YTD | -2.8% | +31.3% | -34.0% | -0.9% |
| 1Y | -1.4% | +20.0% | -21.4% | -0.1% |
| 3Y | -1.6% | +63.9% | -65.5% | +2.2% |
| 5Y | -33.8% | +30.9% | -64.7% | -32.4% |
| 10Y | -21.1% | +191.4% | -212.5% | -10.8% |
| All | +131.2% | +1,190.2% | -1,059.0% | +194.1% |
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