+1,585.8%
LH vs RRC
+1,418.2%
+167.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.4% |
| 7D | +4.6% | -10.3% | +14.9% | +5.3% |
| 30D | +19.1% | +19.5% | -0.3% | +17.5% |
| 3M | +16.7% | +27.9% | -11.2% | +14.6% |
| 6M | +47.0% | +21.2% | +25.9% | +44.7% |
| YTD | +49.3% | +39.6% | +9.7% | +45.3% |
| 1Y | +48.6% | +31.3% | +17.3% | +45.1% |
| 3Y | +87.8% | +51.9% | +35.9% | +80.5% |
| 5Y | +65.0% | +110.2% | -45.1% | +52.6% |
| 10Y | +275.0% | +56.7% | +218.3% | +226.8% |
| All | +1,585.8% | +1,418.2% | +167.6% | +1,015.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling