-9.8%
TRI vs LH
+27.0%
-36.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | -7.9% | -4.7% | -3.2% | -6.7% |
| 30D | -4.5% | -3.5% | -1.0% | -3.5% |
| 3M | +22.1% | +17.7% | +4.4% | +17.0% |
| 6M | -2.8% | +15.8% | -18.5% | -6.5% |
| YTD | -23.4% | +25.1% | -48.5% | -28.1% |
| 1Y | -41.5% | +12.5% | -54.0% | -43.6% |
| 3Y | -19.2% | +59.8% | -79.0% | -29.7% |
| All | -9.8% | +27.0% | -36.8% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling