+270.9%
TRGP vs LH
+63.5%
+207.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -0.7% | -3.2% | +2.5% | -0.1% |
| 30D | +9.5% | +0.1% | +9.3% | +9.4% |
| 3M | +10.8% | +18.6% | -7.8% | +6.4% |
| 6M | +25.3% | +17.9% | +7.4% | +20.4% |
| YTD | +60.3% | +28.9% | +31.3% | +49.9% |
| 1Y | +84.6% | +16.6% | +67.9% | +77.5% |
| All | +270.9% | +63.5% | +207.3% | +215.1% |
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