+272.9%
TRGP vs LH
+86.5%
+186.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +12.4% | +1.1% | +11.3% | +12.2% |
| 30D | +2.6% | +16.7% | -14.1% | -0.1% |
| 3M | +11.9% | +15.1% | -3.2% | +9.0% |
| 6M | +13.9% | +46.3% | -32.4% | +4.9% |
| YTD | +64.2% | +48.8% | +15.4% | +49.6% |
| 1Y | +78.5% | +39.7% | +38.8% | +65.7% |
| 3Y | +272.9% | +87.0% | +185.9% | +197.1% |
| All | +272.9% | +86.5% | +186.4% | +197.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling