-97.7%
TSLQ vs LH
+91.1%
-188.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.4% |
| 7D | -16.8% | +1.1% | -17.9% | -16.2% |
| 30D | -18.0% | +16.7% | -34.7% | -9.6% |
| 3M | -34.5% | +15.1% | -49.6% | -28.3% |
| 6M | -8.9% | +46.3% | -55.2% | +17.0% |
| YTD | -19.0% | +48.8% | -67.8% | +6.1% |
| 1Y | -38.2% | +39.7% | -77.9% | -23.2% |
| 3Y | -96.9% | +87.0% | -184.0% | -94.6% |
| All | -97.7% | +91.1% | -188.8% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling