+84.4%
TSM vs LH
+20.0%
+64.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.2% | +2.9% |
| 7D | +2.7% | -2.5% | +5.2% | +2.8% |
| 30D | +3.6% | +4.3% | -0.7% | +3.4% |
| 3M | -3.4% | +25.5% | -28.9% | -4.1% |
| 6M | +20.6% | +17.0% | +3.7% | +20.6% |
| YTD | +41.9% | +31.3% | +10.6% | +42.8% |
| 1Y | +84.4% | +20.0% | +64.4% | +84.2% |
| All | +84.4% | +20.0% | +64.4% | +84.2% |
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