+6,456.4%
TRV vs LH
+1,372.9%
+5,083.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +0.5% | -0.8% | +1.3% | +0.6% |
| 30D | -4.9% | +2.0% | -6.9% | -5.2% |
| 3M | +23.7% | +24.3% | -0.5% | +19.3% |
| 6M | +20.3% | +21.1% | -0.7% | +16.4% |
| YTD | +27.1% | +30.4% | -3.4% | +21.4% |
| 1Y | +35.3% | +18.4% | +17.0% | +31.2% |
| 3Y | +139.8% | +65.5% | +74.4% | +119.1% |
| 5Y | +153.9% | +29.9% | +124.0% | +139.2% |
| 10Y | +285.9% | +186.6% | +99.2% | +219.0% |
| All | +6,456.4% | +1,372.9% | +5,083.6% | +4,144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling