+734.7%
TT vs LH
+267.5%
+467.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | +0.8% | +4.8% | -4.0% | -1.0% |
| 30D | -11.8% | +18.8% | -30.6% | -18.0% |
| 3M | -11.6% | +15.7% | -27.2% | -17.1% |
| 6M | -9.3% | +46.7% | -56.0% | -23.3% |
| YTD | +8.9% | +48.9% | -40.0% | -8.9% |
| 1Y | -2.2% | +43.5% | -45.7% | -17.0% |
| 3Y | +91.9% | +86.9% | +5.0% | +41.3% |
| 5Y | +136.0% | +60.4% | +75.6% | +83.6% |
| 10Y | +734.7% | +260.7% | +474.0% | +349.6% |
| All | +734.7% | +267.5% | +467.3% | +349.6% |
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 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