+12,205.2%
TYL vs LH
+1,382.1%
+10,823.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.8% |
| 7D | -3.7% | -2.5% | -1.2% | -3.3% |
| 30D | +18.7% | +4.3% | +14.4% | +17.9% |
| 3M | +18.1% | +25.5% | -7.4% | +13.9% |
| 6M | -1.1% | +17.0% | -18.1% | -3.7% |
| YTD | -19.8% | +31.3% | -51.1% | -23.3% |
| 1Y | -34.3% | +20.0% | -54.3% | -36.3% |
| 3Y | -8.2% | +63.9% | -72.1% | -15.7% |
| 5Y | -25.4% | +30.9% | -56.3% | -29.1% |
| 10Y | +115.6% | +191.4% | -75.8% | +79.3% |
| All | +12,205.2% | +1,382.1% | +10,823.2% | +7,082.3% |
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