+2.7%
TRI vs LTH
+160.9%
-158.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.8% | -5.5% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +7.9% | -4.6% | +12.5% | +8.3% |
| 3M | +24.1% | +32.8% | -8.7% | +20.6% |
| 6M | +3.8% | +64.6% | -60.8% | -2.1% |
| YTD | -16.9% | +62.6% | -79.5% | -21.5% |
| 1Y | -38.4% | +49.9% | -88.3% | -41.3% |
| 3Y | -12.2% | +151.3% | -163.5% | -22.9% |
| All | +2.7% | +160.9% | -158.2% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling