+155.7%
TRV vs LTH
+152.0%
+3.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +0.2% | -4.0% | +4.2% | +0.5% |
| 30D | -2.3% | -1.7% | -0.7% | -2.2% |
| 3M | +22.7% | +28.0% | -5.3% | +20.4% |
| 6M | +21.9% | +54.1% | -32.1% | +17.8% |
| YTD | +27.5% | +57.1% | -29.6% | +22.8% |
| 1Y | +36.2% | +45.8% | -9.5% | +31.9% |
| 3Y | +140.6% | +157.6% | -17.0% | +123.9% |
| All | +155.7% | +152.0% | +3.7% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling