+20.0%
LH vs TRU
-7.3%
+27.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.5% | -0.4% |
| 7D | -2.5% | -6.8% | +4.3% | -1.3% |
| 30D | +4.3% | 0.0% | +4.3% | +4.3% |
| 3M | +25.5% | +13.3% | +12.2% | +22.6% |
| 6M | +17.0% | +3.4% | +13.5% | +14.7% |
| YTD | +31.3% | -6.4% | +37.6% | +30.2% |
| 1Y | +20.0% | -9.7% | +29.7% | +19.7% |
| All | +20.0% | -7.3% | +27.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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