+11.6%
TSN vs LH
+261.9%
-250.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.4% | +1.1% | -2.5% | -1.8% |
| 30D | +8.5% | +16.7% | -8.3% | +2.9% |
| 3M | +5.3% | +15.1% | -9.8% | +0.2% |
| 6M | -10.5% | +46.3% | -56.8% | -21.6% |
| YTD | +3.0% | +48.8% | -45.8% | -10.7% |
| 1Y | +12.1% | +39.7% | -27.6% | -0.6% |
| 3Y | +43.1% | +87.0% | -43.9% | +13.2% |
| 5Y | -15.1% | +53.0% | -68.1% | -29.2% |
| All | +11.6% | +261.9% | -250.3% | -40.0% |
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