+162.1%
LTH vs TRU
-27.4%
+189.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +15.7% | +21.3% | -5.6% | +5.4% |
| 3M | +5.0% | +0.2% | +4.7% | +3.6% |
| 6M | +37.7% | +22.4% | +15.3% | +22.2% |
| YTD | +75.0% | -4.8% | +79.9% | +72.7% |
| 1Y | +82.6% | -0.2% | +82.8% | +75.8% |
| 3Y | +241.3% | +57.9% | +183.4% | +132.0% |
| 5Y | +135.4% | -26.1% | +161.6% | +128.9% |
| All | +162.1% | -27.4% | +189.5% | +154.7% |
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 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