+377.9%
TPR vs LH
+254.4%
+123.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.6% |
| 7D | +14.2% | +1.4% | +12.8% | +13.1% |
| 30D | +17.1% | +17.5% | -0.4% | +5.5% |
| 3M | -17.7% | +16.1% | -33.8% | -25.5% |
| 6M | -10.2% | +43.4% | -53.5% | -29.1% |
| YTD | +4.9% | +47.2% | -42.3% | -19.0% |
| 1Y | +36.1% | +50.1% | -14.0% | +3.5% |
| 3Y | +416.5% | +81.2% | +335.3% | +236.7% |
| 5Y | +254.8% | +63.7% | +191.1% | +140.5% |
| All | +377.9% | +254.4% | +123.6% | +87.5% |
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 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