-5.4%
TRI vs LTH
+150.5%
-155.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -7.9% | -4.0% | -3.9% | -7.5% |
| 30D | -4.5% | -5.3% | +0.8% | -4.0% |
| 3M | +22.1% | +19.0% | +3.1% | +20.0% |
| 6M | -2.8% | +55.8% | -58.6% | -7.7% |
| YTD | -23.4% | +56.1% | -79.5% | -27.4% |
| 1Y | -41.5% | +41.3% | -82.8% | -44.0% |
| 3Y | -19.2% | +156.6% | -175.9% | -29.3% |
| All | -5.4% | +150.5% | -155.9% | -20.6% |
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