+356.2%
TPR vs LH
+261.9%
+94.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.9% |
| 30D | +15.1% | +16.7% | -1.6% | +4.2% |
| 3M | +3.5% | +15.1% | -11.6% | -5.8% |
| 6M | +0.4% | +46.3% | -45.9% | -21.7% |
| YTD | +4.6% | +48.8% | -44.2% | -19.8% |
| 1Y | +33.1% | +39.7% | -6.6% | +6.1% |
| 3Y | +396.0% | +87.0% | +308.9% | +216.5% |
| 5Y | +230.3% | +53.0% | +177.3% | +135.7% |
| All | +356.2% | +261.9% | +94.3% | +81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling