+13,634.3%
TSM vs LH
+5,736.6%
+7,897.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.2% | +3.2% |
| 7D | +2.7% | -2.5% | +5.2% | +3.4% |
| 30D | +3.6% | +4.3% | -0.7% | +2.4% |
| 3M | -3.4% | +25.5% | -28.9% | -9.5% |
| 6M | +20.6% | +17.0% | +3.7% | +15.1% |
| YTD | +41.9% | +31.3% | +10.6% | +31.0% |
| 1Y | +84.4% | +20.0% | +64.4% | +73.9% |
| 3Y | +380.2% | +63.9% | +316.4% | +311.1% |
| 5Y | +275.3% | +30.9% | +244.5% | +237.7% |
| 10Y | +1,751.4% | +191.4% | +1,560.0% | +1,202.0% |
| All | +13,634.3% | +5,736.6% | +7,897.7% | +8,457.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling