-85.1%
TTD vs LH
+54.7%
-139.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +21.3% | +1.1% | +20.2% | +20.7% |
| 30D | +28.7% | +16.7% | +12.0% | +18.6% |
| 3M | +7.7% | +15.1% | -7.4% | -0.1% |
| 6M | -23.5% | +46.3% | -69.8% | -38.1% |
| YTD | -58.7% | +48.8% | -107.5% | -67.4% |
| 1Y | -63.4% | +39.7% | -103.1% | -70.0% |
| 3Y | -75.3% | +87.0% | -162.3% | -84.5% |
| All | -85.1% | +54.7% | -139.9% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling