+245.6%
LTH vs TRU
+57.9%
+187.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | +6.4% | +4.6% | +1.8% | +4.9% |
| 30D | +16.7% | +25.4% | -8.7% | +8.2% |
| 3M | +11.7% | +4.0% | +7.7% | +9.5% |
| 6M | +48.5% | +14.5% | +34.1% | +39.8% |
| YTD | +78.4% | -3.7% | +82.1% | +77.3% |
| 1Y | +89.7% | +2.8% | +86.9% | +83.8% |
| 3Y | +245.6% | +58.5% | +187.1% | +158.7% |
| All | +245.6% | +57.9% | +187.8% | +158.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling