+256.7%
LH vs RRC
+73.1%
+183.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +1.1% | +6.4% | -5.3% | +0.5% |
| 30D | +16.7% | +23.9% | -7.1% | +14.4% |
| 3M | +15.1% | +30.2% | -15.1% | +12.3% |
| 6M | +46.3% | +26.3% | +20.1% | +42.9% |
| YTD | +48.8% | +48.1% | +0.7% | +43.0% |
| 1Y | +39.7% | +37.7% | +2.0% | +35.1% |
| 3Y | +87.0% | +60.3% | +26.8% | +77.0% |
| 5Y | +53.0% | +135.3% | -82.3% | +37.8% |
| All | +256.7% | +73.1% | +183.6% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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