+793.1%
TSN vs LH
+1,382.1%
-589.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -6.3% | -2.5% | -3.9% | -6.0% |
| 30D | -10.8% | +4.3% | -15.2% | -11.4% |
| 3M | -8.8% | +25.5% | -34.3% | -11.7% |
| 6M | -16.8% | +17.0% | -33.8% | -18.8% |
| YTD | -10.0% | +31.3% | -41.3% | -13.6% |
| 1Y | -5.3% | +20.0% | -25.2% | -7.9% |
| 3Y | +8.5% | +63.9% | -55.3% | +0.5% |
| 5Y | -22.9% | +30.9% | -53.8% | -26.8% |
| 10Y | -12.6% | +191.4% | -204.0% | -26.4% |
| All | +793.1% | +1,382.1% | -589.0% | +470.6% |
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