-32.4%
TSCO vs LH
+13.9%
-46.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | +0.4% |
| 7D | -3.1% | -7.4% | +4.3% | 0.0% |
| 30D | -4.4% | -4.6% | +0.2% | -2.5% |
| 3M | +9.7% | +14.5% | -4.8% | +2.4% |
| 6M | -32.4% | +14.8% | -47.2% | -38.2% |
| All | -32.4% | +13.9% | -46.3% | -38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling