-69.7%
TTD vs LH
+11.8%
-81.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.1% | +1.0% |
| 7D | -7.4% | -7.4% | 0.0% | -6.9% |
| 30D | +3.0% | -4.6% | +7.6% | +3.4% |
| 3M | -27.6% | +14.5% | -42.1% | -28.4% |
| 6M | -49.5% | +14.8% | -64.3% | -50.0% |
| YTD | -63.2% | +23.3% | -86.5% | -64.3% |
| 1Y | -69.7% | +13.6% | -83.3% | -69.4% |
| All | -69.7% | +11.8% | -81.5% | -69.4% |
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