+229.7%
LH vs TRU
+228.6%
+1.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.3% |
| 7D | -0.8% | -7.2% | +6.4% | +1.5% |
| 30D | +2.0% | -2.8% | +4.8% | +2.8% |
| 3M | +24.3% | +13.0% | +11.2% | +18.8% |
| 6M | +21.1% | +0.7% | +20.4% | +19.5% |
| YTD | +30.4% | -9.0% | +39.4% | +31.8% |
| 1Y | +18.4% | -16.3% | +34.7% | +22.4% |
| 3Y | +65.5% | -1.1% | +66.5% | +52.6% |
| 5Y | +29.9% | -36.0% | +65.9% | +39.5% |
| 10Y | +186.6% | +139.9% | +46.8% | +78.7% |
| All | +229.7% | +228.6% | +1.1% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling