+266.1%
LH vs RVTY
+219.6%
+46.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | +18.0% | +1.7% | +16.2% | +16.8% |
| 3M | +15.7% | +36.8% | -21.1% | +1.2% |
| 6M | +46.6% | +60.1% | -13.5% | +19.4% |
| YTD | +49.5% | +64.0% | -14.5% | +19.0% |
| 1Y | +40.2% | +68.2% | -28.0% | +10.2% |
| 3Y | +87.6% | +88.8% | -1.2% | +33.7% |
| 5Y | +59.3% | -10.5% | +69.8% | +56.8% |
| 10Y | +266.1% | +219.7% | +46.4% | +94.3% |
| All | +266.1% | +219.6% | +46.5% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling