+957.3%
TT vs LH
+185.6%
+771.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | +0.1% |
| 7D | +1.4% | -3.2% | +4.6% | +2.7% |
| 30D | -6.7% | +0.1% | -6.8% | -6.8% |
| 3M | -5.4% | +18.6% | -24.1% | -12.2% |
| 6M | +4.4% | +17.9% | -13.6% | -3.1% |
| YTD | +14.9% | +28.9% | -14.0% | +2.6% |
| 1Y | +9.3% | +16.6% | -7.4% | +1.3% |
| 3Y | +121.7% | +63.6% | +58.2% | +74.0% |
| 5Y | +148.2% | +30.0% | +118.1% | +112.2% |
| 10Y | +957.3% | +191.9% | +765.3% | +519.9% |
| All | +957.3% | +185.6% | +771.6% | +519.9% |
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