+1,124.0%
TTMI vs LH
+183.3%
+940.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +2.7% |
| 7D | +0.7% | -4.7% | +5.4% | +2.7% |
| 30D | -8.4% | -3.5% | -5.0% | -7.3% |
| 3M | -32.5% | +17.7% | -50.2% | -37.9% |
| 6M | +32.5% | +15.8% | +16.7% | +22.0% |
| YTD | +83.2% | +25.1% | +58.1% | +62.3% |
| 1Y | +161.7% | +12.5% | +149.2% | +142.6% |
| 3Y | +890.1% | +59.8% | +830.4% | +661.1% |
| 5Y | +832.4% | +27.1% | +805.4% | +683.3% |
| All | +1,124.0% | +183.3% | +940.7% | +570.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling