-45.7%
TOST vs LH
+35.5%
-81.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.9% |
| 7D | -3.4% | -2.5% | -1.0% | -2.0% |
| 30D | -2.4% | +4.3% | -6.8% | -4.9% |
| 3M | +34.6% | +25.5% | +9.1% | +17.9% |
| 6M | +15.2% | +17.0% | -1.8% | +4.9% |
| YTD | -4.4% | +31.3% | -35.7% | -19.1% |
| 1Y | -17.4% | +20.0% | -37.4% | -26.5% |
| 3Y | +54.5% | +63.9% | -9.4% | +11.3% |
| All | -45.7% | +35.5% | -81.2% | -58.4% |
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