+49.9%
LTH vs TRU
-7.3%
+57.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.3% | +1.7% |
| 7D | -0.6% | -6.8% | +6.1% | +0.9% |
| 30D | -4.6% | 0.0% | -4.6% | -4.8% |
| 3M | +32.8% | +13.3% | +19.5% | +28.3% |
| 6M | +64.6% | +3.4% | +61.2% | +62.0% |
| YTD | +62.6% | -6.4% | +69.0% | +64.7% |
| 1Y | +49.9% | -9.7% | +59.6% | +52.4% |
| All | +49.9% | -7.3% | +57.2% | +52.4% |
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