+151.1%
TOST vs LH
+86.5%
+64.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | 0.0% | +1.1% | -1.0% | -0.5% |
| 30D | +16.2% | +16.7% | -0.6% | +7.3% |
| 3M | -1.5% | +15.1% | -16.6% | -8.6% |
| 6M | +55.3% | +46.3% | +9.0% | +27.3% |
| YTD | -2.3% | +48.8% | -51.1% | -21.2% |
| 1Y | -5.5% | +39.7% | -45.2% | -21.1% |
| 3Y | +151.1% | +87.0% | +64.1% | +78.7% |
| All | +151.1% | +86.5% | +64.6% | +78.7% |
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