+513.1%
TRI vs LH
+696.3%
-183.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -8.4% | -3.2% | -5.2% | -7.5% |
| 30D | -6.5% | +0.1% | -6.6% | -6.5% |
| 3M | +18.6% | +18.6% | -0.1% | +13.0% |
| 6M | -10.4% | +17.9% | -28.4% | -14.6% |
| YTD | -23.7% | +28.9% | -52.6% | -29.2% |
| 1Y | -42.5% | +16.6% | -59.1% | -45.2% |
| 3Y | -19.3% | +63.6% | -82.8% | -31.0% |
| 5Y | -9.7% | +30.0% | -39.7% | -18.5% |
| 10Y | +194.4% | +191.9% | +2.5% | +102.1% |
| All | +513.1% | +696.3% | -183.2% | +202.7% |
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