+220.3%
TTMI vs LH
+1,517.0%
-1,296.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | +11.4% | +1.1% | +10.3% | +11.0% |
| 30D | -28.3% | +16.7% | -45.0% | -33.2% |
| 3M | -46.7% | +15.1% | -61.8% | -50.3% |
| 6M | -56.1% | +46.3% | -102.4% | -63.7% |
| YTD | +7.4% | +48.8% | -41.4% | -12.2% |
| 1Y | +17.4% | +39.7% | -22.3% | -1.2% |
| 3Y | +429.1% | +87.0% | +342.1% | +283.0% |
| 5Y | +418.8% | +53.0% | +365.8% | +305.1% |
| 10Y | +411.2% | +264.3% | +146.9% | +156.2% |
| All | +220.3% | +1,517.0% | -1,296.6% | -6.2% |
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