-38.4%
TRI vs LH
+20.0%
-58.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.9% |
| 7D | -0.5% | -2.5% | +1.9% | +0.4% |
| 30D | +7.9% | +4.3% | +3.5% | +6.4% |
| 3M | +24.1% | +25.5% | -1.5% | +15.5% |
| 6M | +3.8% | +17.0% | -13.1% | -1.9% |
| YTD | -16.9% | +31.3% | -48.1% | -25.0% |
| 1Y | -38.4% | +20.0% | -58.4% | -43.2% |
| All | -38.4% | +20.0% | -58.4% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling