+500.3%
TTD vs LH
+263.7%
+236.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +20.8% | +2.5% | +18.3% | +19.1% |
| 30D | +27.1% | +18.7% | +8.4% | +14.4% |
| 3M | +14.7% | +15.3% | -0.7% | +4.9% |
| 6M | -26.8% | +45.4% | -72.2% | -42.4% |
| YTD | -59.2% | +49.5% | -108.8% | -68.9% |
| 1Y | -64.7% | +41.4% | -106.1% | -72.1% |
| 3Y | -75.8% | +87.6% | -163.5% | -84.9% |
| 5Y | -84.6% | +53.8% | -138.3% | -89.1% |
| All | +500.3% | +263.7% | +236.6% | +118.1% |
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