+139.3%
LTH vs TRU
-30.6%
+169.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.5% |
| 7D | +1.5% | -7.2% | +8.7% | +4.8% |
| 30D | -3.1% | -2.8% | -0.2% | -2.2% |
| 3M | +28.1% | +13.0% | +15.1% | +19.5% |
| 6M | +67.4% | +0.7% | +66.7% | +63.5% |
| YTD | +59.8% | -9.0% | +68.8% | +62.3% |
| 1Y | +45.6% | -16.3% | +61.9% | +53.3% |
| 3Y | +162.0% | -1.1% | +163.1% | +135.3% |
| All | +139.3% | -30.6% | +169.8% | +139.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling