+1,757.1%
TSM vs LH
+179.1%
+1,578.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -0.2% |
| 7D | +2.6% | -7.4% | +10.0% | +5.3% |
| 30D | +1.4% | -4.6% | +6.0% | +2.9% |
| 3M | +5.0% | +14.5% | -9.6% | -0.1% |
| 6M | +24.0% | +14.8% | +9.2% | +17.7% |
| YTD | +41.6% | +23.3% | +18.3% | +31.0% |
| 1Y | +66.2% | +13.6% | +52.6% | +57.5% |
| 3Y | +398.2% | +56.3% | +341.9% | +313.9% |
| 5Y | +277.6% | +25.2% | +252.4% | +234.6% |
| All | +1,757.1% | +179.1% | +1,578.0% | +1,095.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling