+2,241.1%
TRGP vs LH
+446.7%
+1,794.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +12.4% | +1.1% | +11.3% | +11.8% |
| 30D | +2.6% | +16.7% | -14.1% | -5.9% |
| 3M | +11.9% | +15.1% | -3.2% | +3.0% |
| 6M | +13.9% | +46.3% | -32.4% | -8.6% |
| YTD | +64.2% | +48.8% | +15.4% | +29.4% |
| 1Y | +78.5% | +39.7% | +38.8% | +45.6% |
| 3Y | +272.9% | +87.0% | +185.9% | +149.4% |
| 5Y | +510.7% | +53.0% | +457.7% | +347.3% |
| 10Y | +821.0% | +264.3% | +556.6% | +279.4% |
| All | +2,241.1% | +446.7% | +1,794.5% | +672.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling