+293.8%
TRV vs LH
+179.1%
+114.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +2.2% |
| 7D | -1.5% | -7.4% | +5.9% | +1.4% |
| 30D | -1.8% | -4.6% | +2.8% | -0.2% |
| 3M | +21.6% | +14.5% | +7.1% | +15.2% |
| 6M | +22.5% | +14.8% | +7.7% | +15.7% |
| YTD | +28.1% | +23.3% | +4.9% | +17.5% |
| 1Y | +37.0% | +13.6% | +23.4% | +29.2% |
| 3Y | +141.9% | +56.3% | +85.5% | +97.5% |
| 5Y | +158.5% | +25.2% | +133.3% | +126.7% |
| All | +293.8% | +179.1% | +114.7% | +132.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling