-44.0%
TSLL vs LH
+43.1%
-87.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.8% |
| 7D | +0.5% | +1.2% | -0.7% | +0.5% |
| 30D | +2.7% | +18.0% | -15.3% | +4.8% |
| 3M | +26.3% | +15.7% | +10.6% | +28.8% |
| 6M | -37.2% | +46.6% | -83.8% | -33.1% |
| YTD | -44.2% | +49.5% | -93.7% | -32.8% |
| 1Y | -44.0% | +40.2% | -84.1% | -37.5% |
| All | -44.0% | +43.1% | -87.1% | -37.5% |
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