+30.0%
LH vs RRC
+154.4%
-124.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.6% |
| 6M | +17.9% | +0.8% | +17.1% | +17.5% |
| YTD | +28.9% | +19.0% | +10.0% | +26.2% |
| 1Y | +16.6% | +22.9% | -6.3% | +13.6% |
| 3Y | +63.6% | +32.3% | +31.2% | +56.8% |
| 5Y | +30.0% | +151.6% | -121.6% | +20.5% |
| All | +30.0% | +154.4% | -124.3% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling