+42.8%
TSM vs LH
+41.3%
+1.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +6.2% | +1.1% | +5.1% | +6.1% |
| 30D | -7.3% | +16.7% | -24.0% | -8.3% |
| 3M | -7.1% | +15.1% | -22.2% | -8.1% |
| 6M | +0.2% | +46.3% | -46.1% | -4.2% |
| YTD | +32.2% | +48.8% | -16.5% | +28.2% |
| 1Y | +42.8% | +39.7% | +3.1% | +40.3% |
| All | +42.8% | +41.3% | +1.4% | +40.3% |
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