+191.9%
LH vs RVTY
+134.6%
+57.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.1% |
| 7D | -3.2% | -5.4% | +2.2% | -1.0% |
| 30D | +0.1% | +6.7% | -6.6% | -2.6% |
| 3M | +18.6% | +19.0% | -0.4% | +9.8% |
| 6M | +17.9% | +34.6% | -16.7% | +2.9% |
| YTD | +28.9% | +28.3% | +0.7% | +14.0% |
| 1Y | +16.6% | +46.0% | -29.4% | -3.2% |
| 3Y | +63.6% | +16.9% | +46.7% | +42.8% |
| 5Y | +30.0% | -32.9% | +62.9% | +45.2% |
| 10Y | +191.9% | +141.6% | +50.3% | +63.9% |
| All | +191.9% | +134.6% | +57.4% | +63.9% |
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