+411.0%
TSM vs LH
+64.5%
+346.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | +6.0% | -0.8% | +6.9% | +6.2% |
| 30D | +4.5% | +2.0% | +2.5% | +4.1% |
| 3M | +3.1% | +24.3% | -21.2% | -0.8% |
| 6M | +30.2% | +21.1% | +9.2% | +25.9% |
| YTD | +45.2% | +30.4% | +14.8% | +38.5% |
| 1Y | +79.6% | +18.4% | +61.2% | +74.0% |
| 3Y | +411.0% | +65.5% | +345.5% | +368.8% |
| All | +411.0% | +64.5% | +346.5% | +368.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling