+47.2%
LH vs RVTY
+74.0%
-26.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +4.6% |
| 7D | +2.1% | -3.6% | +5.7% | +3.0% |
| 30D | +19.2% | +1.4% | +17.8% | +18.6% |
| 3M | +18.0% | +43.2% | -25.2% | +7.0% |
| 6M | +46.1% | +84.5% | -38.4% | +22.2% |
| YTD | +47.7% | +65.2% | -17.5% | +25.1% |
| 1Y | +47.2% | +74.3% | -27.1% | +21.6% |
| All | +47.2% | +74.0% | -26.8% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling