+48,339.6%
TSCO vs LH
+1,053.4%
+47,286.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.5% |
| 7D | -2.5% | -3.2% | +0.7% | -1.9% |
| 30D | -1.1% | +0.1% | -1.3% | -1.1% |
| 3M | +14.3% | +18.6% | -4.4% | +10.9% |
| 6M | -31.9% | +17.9% | -49.8% | -33.8% |
| YTD | -30.7% | +28.9% | -59.6% | -33.7% |
| 1Y | -41.1% | +16.6% | -57.7% | -42.7% |
| 3Y | -17.1% | +63.6% | -80.7% | -24.3% |
| 5Y | -7.5% | +30.0% | -37.6% | -12.7% |
| 10Y | +192.6% | +191.9% | +0.7% | +139.7% |
| All | +48,339.6% | +1,053.4% | +47,286.2% | +37,750.9% |
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