-83.3%
TTD vs LH
+64.5%
-147.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | +1.7% | -0.8% | +2.6% | +1.9% |
| 30D | +1.6% | +2.0% | -0.4% | +1.2% |
| 3M | -27.8% | +24.3% | -52.1% | -30.9% |
| 6M | -52.1% | +21.1% | -73.2% | -54.0% |
| YTD | -63.1% | +30.4% | -93.5% | -65.3% |
| 1Y | -73.1% | +18.4% | -91.4% | -74.0% |
| 3Y | -83.3% | +65.5% | -148.8% | -84.5% |
| All | -83.3% | +64.5% | -147.8% | -84.5% |
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