-40.6%
TOST vs LH
+62.5%
-103.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | +9.4% | +1.4% | +8.0% | +8.5% |
| 30D | +13.5% | +17.5% | -4.0% | +3.1% |
| 3M | -0.1% | +16.1% | -16.2% | -8.9% |
| 6M | +22.5% | +43.4% | -20.9% | -1.4% |
| YTD | -2.4% | +47.2% | -49.6% | -23.3% |
| 1Y | -4.7% | +50.1% | -54.8% | -26.2% |
| 3Y | +103.2% | +81.2% | +22.1% | +36.6% |
| All | -40.6% | +62.5% | -103.1% | -59.3% |
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