+7,808.2%
TMO vs LH
+1,355.8%
+6,452.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | -0.5% | -3.2% | +2.7% | +0.1% |
| 30D | +1.0% | +0.1% | +0.9% | +1.0% |
| 3M | +22.7% | +18.6% | +4.1% | +18.9% |
| 6M | +19.0% | +17.9% | +1.1% | +15.6% |
| YTD | +4.7% | +28.9% | -24.2% | 0.0% |
| 1Y | +26.0% | +16.6% | +9.4% | +22.4% |
| 3Y | +18.0% | +63.6% | -45.6% | +7.8% |
| 5Y | +8.0% | +30.0% | -22.0% | +2.5% |
| 10Y | +333.8% | +191.9% | +141.8% | +257.4% |
| All | +7,808.2% | +1,355.8% | +6,452.4% | +4,713.8% |
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 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