+158.5%
TRV vs LH
+23.7%
+134.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.6% |
| 7D | -1.5% | -7.4% | +5.9% | +0.3% |
| 30D | -1.8% | -4.6% | +2.8% | -0.8% |
| 3M | +21.6% | +14.5% | +7.1% | +17.6% |
| 6M | +22.5% | +14.8% | +7.7% | +18.2% |
| YTD | +28.1% | +23.3% | +4.9% | +21.5% |
| 1Y | +37.0% | +13.6% | +23.4% | +32.2% |
| 3Y | +141.9% | +56.3% | +85.5% | +115.7% |
| 5Y | +158.5% | +25.2% | +133.3% | +140.5% |
| All | +158.5% | +23.7% | +134.8% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling