+500.0%
TRGP vs LTH
+186.2%
+313.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.6% |
| 7D | -5.8% | +6.4% | -12.2% | -6.9% |
| 30D | -1.5% | +16.7% | -18.2% | -4.2% |
| 3M | +6.1% | +11.7% | -5.6% | +3.8% |
| 6M | +14.4% | +48.5% | -34.1% | +5.7% |
| YTD | +55.3% | +78.4% | -23.1% | +37.2% |
| 1Y | +69.1% | +89.7% | -20.6% | +47.4% |
| 3Y | +254.3% | +245.6% | +8.7% | +173.0% |
| 5Y | +471.4% | +142.7% | +328.7% | +341.3% |
| All | +500.0% | +186.2% | +313.8% | +369.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling