+181.2%
TSCO vs LH
+183.3%
-2.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -2.0% |
| 7D | -5.7% | -4.7% | -1.0% | -4.1% |
| 30D | -8.8% | -3.5% | -5.3% | -7.7% |
| 3M | +6.3% | +17.7% | -11.4% | +0.5% |
| 6M | -32.3% | +15.8% | -48.0% | -35.7% |
| YTD | -32.7% | +25.1% | -57.8% | -37.9% |
| 1Y | -43.7% | +12.5% | -56.2% | -46.2% |
| 3Y | -19.7% | +59.8% | -79.4% | -32.6% |
| 5Y | -11.6% | +27.1% | -38.7% | -21.2% |
| All | +181.2% | +183.3% | -2.0% | +94.8% |
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