+28.6%
LH vs TRU
-35.6%
+64.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | -4.7% | -2.7% | -2.0% | -4.1% |
| 30D | -3.5% | -2.0% | -1.4% | -3.1% |
| 3M | +17.7% | +18.4% | -0.7% | +13.0% |
| 6M | +15.8% | +8.9% | +6.9% | +12.9% |
| YTD | +25.1% | -8.9% | +34.0% | +26.1% |
| 1Y | +12.5% | -15.9% | +28.4% | +15.2% |
| 3Y | +59.8% | -1.1% | +60.9% | +54.5% |
| All | +28.6% | -35.6% | +64.2% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling