+310.3%
TPR vs LH
+65.1%
+245.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | -2.3% | -2.5% | +0.2% | -1.4% |
| 30D | -23.0% | +4.3% | -27.3% | -24.2% |
| 3M | -12.5% | +25.5% | -38.0% | -19.9% |
| 6M | -21.4% | +17.0% | -38.4% | -26.2% |
| YTD | -3.5% | +31.3% | -34.8% | -13.4% |
| 1Y | +17.4% | +20.0% | -2.6% | +8.6% |
| All | +310.3% | +65.1% | +245.2% | +231.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling