-75.6%
TTD vs LH
+87.4%
-163.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +20.8% | +2.5% | +18.3% | +20.0% |
| 30D | +27.1% | +18.7% | +8.4% | +21.8% |
| 3M | +14.7% | +15.3% | -0.7% | +10.6% |
| 6M | -26.8% | +45.4% | -72.2% | -33.2% |
| YTD | -59.2% | +49.5% | -108.8% | -63.3% |
| 1Y | -64.7% | +41.4% | -106.1% | -67.7% |
| All | -75.6% | +87.4% | -163.0% | -80.0% |
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