+145.0%
TT vs LH
+31.3%
+113.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | -7.3% | +2.0% | -9.3% | -8.0% |
| 3M | -2.6% | +24.3% | -26.8% | -10.3% |
| 6M | +5.9% | +21.1% | -15.2% | -1.7% |
| YTD | +15.4% | +30.4% | -15.0% | +3.9% |
| 1Y | +8.2% | +18.4% | -10.1% | +0.8% |
| 3Y | +122.7% | +65.5% | +57.2% | +75.1% |
| 5Y | +145.0% | +29.9% | +115.1% | +112.8% |
| All | +145.0% | +31.3% | +113.7% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling