+17.4%
TTMI vs LH
+41.3%
-23.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -3.0% |
| 7D | +11.4% | +1.1% | +10.3% | +11.7% |
| 30D | -28.3% | +16.7% | -45.0% | -23.9% |
| 3M | -46.7% | +15.1% | -61.8% | -43.5% |
| 6M | -56.1% | +46.3% | -102.4% | -51.3% |
| YTD | +7.4% | +48.8% | -41.4% | +10.4% |
| 1Y | +17.4% | +39.7% | -22.3% | +27.7% |
| All | +17.4% | +41.3% | -23.9% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling