+8,398.6%
TPR vs LH
+1,375.3%
+7,023.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.5% |
| 7D | +14.2% | +1.4% | +12.8% | +13.3% |
| 30D | +17.1% | +17.5% | -0.4% | +7.9% |
| 3M | -17.7% | +16.1% | -33.8% | -23.9% |
| 6M | -10.2% | +43.4% | -53.5% | -25.3% |
| YTD | +4.9% | +47.2% | -42.3% | -14.1% |
| 1Y | +36.1% | +50.1% | -14.0% | +10.2% |
| 3Y | +416.5% | +81.2% | +335.3% | +275.0% |
| 5Y | +254.8% | +63.7% | +191.1% | +166.8% |
| 10Y | +391.7% | +269.2% | +122.6% | +150.5% |
| All | +8,398.6% | +1,375.3% | +7,023.3% | +2,403.6% |
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