-56.8%
TSLL vs LH
+75.9%
-132.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.9% | +7.7% | +8.0% |
| 7D | -21.2% | +1.4% | -22.7% | -22.0% |
| 30D | -13.3% | +17.5% | -30.8% | -23.0% |
| 3M | +15.4% | +16.1% | -0.7% | +3.3% |
| 6M | -34.2% | +43.4% | -77.6% | -51.1% |
| YTD | -52.9% | +47.2% | -100.1% | -66.2% |
| 1Y | -54.3% | +50.1% | -104.5% | -68.2% |
| 3Y | -18.4% | +81.2% | -99.5% | -51.6% |
| All | -56.8% | +75.9% | -132.8% | -72.3% |
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