+525.2%
TRGP vs LTH
+156.3%
+368.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.2% | +1.8% |
| 7D | -0.6% | +1.5% | -2.1% | -0.9% |
| 30D | +14.6% | -3.1% | +17.6% | +15.1% |
| 3M | +11.9% | +28.1% | -16.2% | +6.5% |
| 6M | +25.3% | +67.4% | -42.1% | +12.3% |
| YTD | +61.9% | +59.8% | +2.1% | +46.0% |
| 1Y | +87.3% | +45.6% | +41.7% | +71.8% |
| 3Y | +268.0% | +162.0% | +106.0% | +197.1% |
| All | +525.2% | +156.3% | +368.9% | +399.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling