+258.5%
LH vs RVTY
+216.9%
+41.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +2.5% | +4.1% | -1.6% | +0.8% |
| 30D | +18.7% | +1.3% | +17.4% | +17.7% |
| 3M | +15.3% | +33.3% | -17.9% | +2.0% |
| 6M | +45.4% | +58.3% | -12.9% | +18.9% |
| YTD | +49.5% | +62.7% | -13.2% | +19.4% |
| 1Y | +41.4% | +67.2% | -25.8% | +11.4% |
| 3Y | +87.6% | +87.3% | +0.3% | +34.1% |
| 5Y | +53.8% | -13.4% | +67.2% | +53.8% |
| All | +258.5% | +216.9% | +41.6% | +86.4% |
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