-51.7%
TSLL vs LH
+78.0%
-129.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | -11.0% | +4.8% | -15.8% | -13.7% |
| 30D | -5.3% | +18.8% | -24.1% | -16.4% |
| 3M | +20.8% | +15.7% | +5.1% | +8.5% |
| 6M | -36.0% | +46.7% | -82.7% | -53.1% |
| YTD | -47.3% | +48.9% | -96.2% | -62.4% |
| 1Y | -48.4% | +43.5% | -91.9% | -62.3% |
| 3Y | -5.4% | +86.9% | -92.4% | -45.1% |
| All | -51.7% | +78.0% | -129.7% | -69.2% |
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 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