+156.6%
LTH vs TRU
-27.5%
+184.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.6% |
| 7D | -4.6% | -2.2% | -2.4% | -3.7% |
| 30D | +14.8% | +20.2% | -5.3% | +5.1% |
| 3M | +3.9% | +2.2% | +1.7% | +1.6% |
| 6M | +35.5% | +17.6% | +17.9% | +22.5% |
| YTD | +71.3% | -5.0% | +76.3% | +69.1% |
| 1Y | +75.7% | -1.0% | +76.7% | +69.8% |
| 3Y | +231.9% | +56.5% | +175.4% | +126.9% |
| 5Y | +130.5% | -26.2% | +156.7% | +124.2% |
| All | +156.6% | -27.5% | +184.0% | +149.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling