-19.5%
TRI vs LTH
+155.4%
-174.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.7% |
| 7D | -8.4% | -4.0% | -4.4% | -8.1% |
| 30D | -6.5% | -1.7% | -4.8% | -6.4% |
| 3M | +18.6% | +28.0% | -9.4% | +16.3% |
| 6M | -10.4% | +54.1% | -64.5% | -14.3% |
| YTD | -23.7% | +57.1% | -80.8% | -27.2% |
| 1Y | -42.5% | +45.8% | -88.2% | -44.6% |
| All | -19.5% | +155.4% | -174.9% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling