+162.0%
LTH vs TRU
-1.9%
+163.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.8% |
| 7D | +1.5% | -7.2% | +8.7% | +4.0% |
| 30D | -3.1% | -2.8% | -0.2% | -2.4% |
| 3M | +28.1% | +13.0% | +15.1% | +21.8% |
| 6M | +67.4% | +0.7% | +66.7% | +64.8% |
| YTD | +59.8% | -9.0% | +68.8% | +62.2% |
| 1Y | +45.6% | -16.3% | +61.9% | +52.0% |
| 3Y | +162.0% | -1.1% | +163.1% | +152.5% |
| All | +162.0% | -1.9% | +163.9% | +152.5% |
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 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