+921.6%
TSN vs LH
+1,579.7%
-658.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | +8.5% | +16.7% | -8.3% | +6.0% |
| 3M | +5.3% | +15.1% | -9.8% | +3.0% |
| 6M | -10.5% | +46.3% | -56.8% | -15.4% |
| YTD | +3.0% | +48.8% | -45.8% | -3.0% |
| 1Y | +12.1% | +39.7% | -27.6% | +6.6% |
| 3Y | +43.1% | +87.0% | -43.9% | +30.0% |
| 5Y | -15.1% | +53.0% | -68.1% | -21.2% |
| 10Y | +14.8% | +264.3% | -249.5% | -6.0% |
| All | +921.6% | +1,579.7% | -658.1% | +540.4% |
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