-30.4%
TOST vs LH
+54.4%
-84.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.7% | +2.5% | -7.1% | -6.1% |
| 30D | +8.5% | +18.7% | -10.2% | -2.5% |
| 3M | -1.6% | +15.3% | -16.9% | -10.2% |
| 6M | +44.1% | +45.4% | -1.3% | +13.8% |
| YTD | -5.6% | +49.5% | -55.1% | -27.4% |
| 1Y | -12.6% | +41.4% | -54.0% | -30.3% |
| 3Y | +137.6% | +87.6% | +49.9% | +52.4% |
| 5Y | -30.4% | +53.8% | -84.1% | -52.5% |
| All | -30.4% | +54.4% | -84.8% | -52.5% |
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 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