-33.0%
TSLL vs LH
+41.3%
-74.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.7% |
| 7D | +17.8% | +1.1% | +16.8% | +17.9% |
| 30D | +8.2% | +16.7% | -8.5% | +10.3% |
| 3M | +20.9% | +15.1% | +5.8% | +23.1% |
| 6M | -37.5% | +46.3% | -83.8% | -33.7% |
| YTD | -44.5% | +48.8% | -93.3% | -33.8% |
| 1Y | -33.0% | +39.7% | -72.7% | -24.5% |
| All | -33.0% | +41.3% | -74.3% | -24.5% |
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