-52.1%
TSLL vs LH
+78.5%
-130.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.4% | +9.5% | +9.9% |
| 7D | -14.3% | +4.6% | -18.9% | -16.7% |
| 30D | -6.2% | +19.1% | -25.3% | -17.3% |
| 3M | +21.2% | +16.7% | +4.4% | +8.1% |
| 6M | -36.6% | +47.0% | -83.6% | -53.6% |
| YTD | -47.8% | +49.3% | -97.1% | -62.8% |
| 1Y | -45.2% | +48.6% | -93.8% | -61.2% |
| 3Y | -3.3% | +87.8% | -91.1% | -44.0% |
| All | -52.1% | +78.5% | -130.6% | -69.6% |
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 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