+87.0%
LH vs RVTY
+85.4%
+1.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | +1.1% | -0.5% | +1.5% | +1.2% |
| 30D | +16.7% | +1.5% | +15.2% | +16.0% |
| 3M | +15.1% | +31.5% | -16.4% | +5.7% |
| 6M | +46.3% | +62.7% | -16.3% | +25.5% |
| YTD | +48.8% | +60.0% | -11.2% | +27.0% |
| 1Y | +39.7% | +65.7% | -26.0% | +17.8% |
| 3Y | +87.0% | +85.2% | +1.8% | +49.5% |
| All | +87.0% | +85.4% | +1.7% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling