+87.9%
TRGP vs LH
+44.2%
+43.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.9% | -8.5% | -4.2% |
| 7D | -6.5% | +2.1% | -8.6% | -6.2% |
| 30D | -0.4% | +19.2% | -19.6% | +1.2% |
| 3M | +8.8% | +18.0% | -9.2% | +10.5% |
| 6M | +11.0% | +46.1% | -35.1% | +12.9% |
| YTD | +57.4% | +47.7% | +9.7% | +60.6% |
| 1Y | +87.9% | +47.2% | +40.6% | +92.5% |
| All | +87.9% | +44.2% | +43.6% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling