-55.4%
TSLL vs LH
+56.9%
-112.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.4% | -10.5% | -10.8% |
| 7D | +1.9% | -2.5% | +4.3% | +3.9% |
| 30D | +17.8% | +4.3% | +13.4% | +14.4% |
| 3M | -37.0% | +25.5% | -62.5% | -48.0% |
| 6M | -37.7% | +17.0% | -54.6% | -45.4% |
| YTD | -51.4% | +31.3% | -82.6% | -61.9% |
| 1Y | -23.4% | +20.0% | -43.3% | -35.8% |
| 3Y | -30.8% | +63.9% | -94.6% | -55.7% |
| All | -55.4% | +56.9% | -112.3% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling