+443.1%
TTMI vs LH
+1,326.7%
-883.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.4% | +10.2% | +9.5% |
| 7D | +5.9% | -2.5% | +8.3% | +7.0% |
| 30D | -4.3% | +4.3% | -8.6% | -6.3% |
| 3M | -32.0% | +25.5% | -57.6% | -39.4% |
| 6M | +19.5% | +17.0% | +2.5% | +9.8% |
| YTD | +82.0% | +31.3% | +50.8% | +58.3% |
| 1Y | +172.6% | +20.0% | +152.7% | +145.5% |
| 3Y | +744.7% | +63.9% | +680.8% | +552.3% |
| 5Y | +805.6% | +30.9% | +774.7% | +660.1% |
| 10Y | +1,057.6% | +191.4% | +866.2% | +541.3% |
| All | +443.1% | +1,326.7% | -883.6% | +69.0% |
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