+1,641.8%
TSM vs LH
+263.2%
+1,378.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | +4.4% | +1.2% | +3.2% | +4.1% |
| 30D | -7.0% | +18.0% | -24.9% | -12.0% |
| 3M | -1.8% | +15.7% | -17.5% | -6.7% |
| 6M | +2.7% | +46.6% | -43.9% | -10.4% |
| YTD | +37.1% | +49.5% | -12.4% | +18.7% |
| 1Y | +43.5% | +40.2% | +3.3% | +26.9% |
| 3Y | +341.5% | +87.6% | +253.9% | +244.6% |
| 5Y | +278.9% | +59.3% | +219.6% | +208.5% |
| 10Y | +1,641.8% | +266.1% | +1,375.7% | +953.6% |
| All | +1,641.8% | +263.2% | +1,378.6% | +953.6% |
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