-46.0%
TSLL vs LH
+44.2%
-90.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.9% | -10.2% | -5.8% |
| 7D | -9.4% | +2.1% | -11.5% | -9.1% |
| 30D | +1.6% | +19.2% | -17.6% | +3.7% |
| 3M | +29.4% | +18.0% | +11.4% | +32.5% |
| 6M | -20.1% | +46.1% | -66.2% | -15.9% |
| YTD | -44.5% | +47.7% | -92.2% | -36.5% |
| 1Y | -46.0% | +47.2% | -93.2% | -39.3% |
| All | -46.0% | +44.2% | -90.2% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling