+14,402.2%
TT vs LH
+1,382.1%
+13,020.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | 0.0% | -2.5% | +2.5% | +0.4% |
| 30D | -7.2% | +4.3% | -11.5% | -7.9% |
| 3M | -3.0% | +25.5% | -28.5% | -6.9% |
| 6M | +1.4% | +17.0% | -15.6% | -1.6% |
| YTD | +15.9% | +31.3% | -15.4% | +10.2% |
| 1Y | +9.4% | +20.0% | -10.5% | +5.5% |
| 3Y | +124.4% | +63.9% | +60.5% | +103.8% |
| 5Y | +138.0% | +30.9% | +107.2% | +123.9% |
| 10Y | +886.4% | +191.4% | +695.0% | +707.6% |
| All | +14,402.2% | +1,382.1% | +13,020.1% | +9,407.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling