+13.6%
TPR vs LH
+17.9%
-4.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.5% |
| 7D | -3.4% | -0.8% | -2.5% | -3.1% |
| 30D | -27.3% | +2.0% | -29.3% | -27.8% |
| 3M | -16.2% | +24.3% | -40.5% | -22.1% |
| 6M | -17.9% | +21.1% | -38.9% | -23.0% |
| YTD | -7.1% | +30.4% | -37.6% | -14.5% |
| 1Y | +13.6% | +18.4% | -4.8% | +5.7% |
| All | +13.6% | +17.9% | -4.3% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling