+812.9%
TTMI vs LH
+28.2%
+784.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.6% |
| 7D | +7.5% | -3.2% | +10.7% | +8.5% |
| 30D | -4.5% | +0.1% | -4.6% | -4.7% |
| 3M | -28.5% | +18.6% | -47.2% | -33.0% |
| 6M | +28.4% | +17.9% | +10.4% | +20.0% |
| YTD | +80.1% | +28.9% | +51.1% | +61.8% |
| 1Y | +161.0% | +16.6% | +144.4% | +143.6% |
| 3Y | +862.4% | +63.6% | +798.9% | +658.4% |
| 5Y | +812.9% | +30.0% | +782.9% | +615.5% |
| All | +812.9% | +28.2% | +784.7% | +615.5% |
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