-8.9%
TOST vs LH
+49.3%
-58.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | +4.0% | +4.6% | -0.5% | +2.4% |
| 30D | +11.1% | +19.1% | -8.1% | +3.7% |
| 3M | +0.8% | +16.7% | -15.9% | -5.2% |
| 6M | +38.8% | +47.0% | -8.2% | +20.6% |
| YTD | -2.1% | +49.3% | -51.4% | -14.9% |
| All | -8.9% | +49.3% | -58.2% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling