-72.0%
TTD vs LH
+44.2%
-116.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +2.1% |
| 7D | +3.7% | +2.1% | +1.6% | +3.3% |
| 30D | +10.4% | +19.2% | -8.7% | +7.5% |
| 3M | -31.6% | +18.0% | -49.6% | -33.3% |
| 6M | -45.1% | +46.1% | -91.2% | -46.3% |
| YTD | -65.1% | +47.7% | -112.8% | -66.1% |
| 1Y | -72.0% | +47.2% | -119.2% | -73.4% |
| All | -72.0% | +44.2% | -116.2% | -73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling