+379.4%
TTD vs LH
+197.3%
+182.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.5% |
| 7D | +6.3% | -2.5% | +8.8% | +8.0% |
| 30D | -23.9% | +4.3% | -28.2% | -26.0% |
| 3M | -31.4% | +25.5% | -56.9% | -40.7% |
| 6M | -42.7% | +17.0% | -59.6% | -48.6% |
| YTD | -62.0% | +31.3% | -93.3% | -68.5% |
| 1Y | -72.2% | +20.0% | -92.2% | -75.7% |
| 3Y | -81.9% | +63.9% | -145.8% | -87.8% |
| 5Y | -81.5% | +30.9% | -112.4% | -85.5% |
| All | +379.4% | +197.3% | +182.1% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling