+40.2%
LH vs RVTY
+70.8%
-30.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | +18.0% | +1.7% | +16.2% | +17.3% |
| 3M | +15.7% | +36.8% | -21.1% | +6.4% |
| 6M | +46.6% | +60.1% | -13.5% | +28.9% |
| YTD | +49.5% | +64.0% | -14.5% | +27.9% |
| 1Y | +40.2% | +68.2% | -28.0% | +18.6% |
| All | +40.2% | +70.8% | -30.6% | +18.6% |
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