+90.2%
TT vs LH
+80.4%
+9.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.3% |
| 7D | -2.0% | +1.4% | -3.4% | -2.2% |
| 30D | -14.0% | +17.5% | -31.5% | -16.1% |
| 3M | -15.9% | +16.1% | -31.9% | -17.8% |
| 6M | -17.3% | +43.4% | -60.7% | -22.7% |
| YTD | +4.0% | +47.2% | -43.2% | -3.5% |
| 1Y | -7.1% | +50.1% | -57.2% | -14.2% |
| 3Y | +90.2% | +81.2% | +9.1% | +68.8% |
| All | +90.2% | +80.4% | +9.9% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling