+191.9%
LH vs RRC
+4.5%
+187.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -3.2% | -1.7% | -1.4% | -3.0% |
| 30D | +0.1% | +3.6% | -3.5% | -0.2% |
| 3M | +18.6% | +8.8% | +9.8% | +17.7% |
| 6M | +17.9% | +0.8% | +17.1% | +17.6% |
| YTD | +28.9% | +19.0% | +10.0% | +26.6% |
| 1Y | +16.6% | +22.9% | -6.3% | +14.0% |
| 3Y | +63.6% | +32.3% | +31.2% | +57.6% |
| 5Y | +30.0% | +151.6% | -121.6% | +16.4% |
| 10Y | +191.9% | +5.5% | +186.4% | +133.9% |
| All | +191.9% | +4.5% | +187.4% | +133.9% |
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