+35.7%
TSM vs LH
+48.9%
-13.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | -2.1% | +4.8% | -6.8% | -2.4% |
| 30D | -12.5% | +18.8% | -31.4% | -13.4% |
| 3M | -5.0% | +15.7% | -20.7% | -5.9% |
| 6M | -3.2% | +46.7% | -49.9% | -6.9% |
| YTD | +31.5% | +48.9% | -17.4% | +29.5% |
| 1Y | +35.7% | +43.5% | -7.8% | +33.5% |
| All | +35.7% | +48.9% | -13.2% | +33.5% |
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