-42.7%
TTD vs LH
+16.1%
-58.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.3% |
| 7D | +6.3% | -2.5% | +8.8% | +6.4% |
| 30D | -23.9% | +4.3% | -28.2% | -24.0% |
| 3M | -31.4% | +25.5% | -56.9% | -31.8% |
| 6M | -42.7% | +17.0% | -59.6% | -44.7% |
| All | -42.7% | +16.1% | -58.7% | -44.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling