+1,382.1%
LH vs RVTY
+2,077.2%
-695.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -2.5% | +1.1% | -3.6% | -2.7% |
| 30D | +4.3% | +13.2% | -8.9% | +1.2% |
| 3M | +25.5% | +27.2% | -1.7% | +17.9% |
| 6M | +17.0% | +32.4% | -15.4% | +8.4% |
| YTD | +31.3% | +34.9% | -3.6% | +20.8% |
| 1Y | +20.0% | +52.4% | -32.4% | +6.8% |
| 3Y | +63.9% | +12.3% | +51.6% | +54.1% |
| 5Y | +30.9% | -30.8% | +61.7% | +36.8% |
| 10Y | +191.4% | +150.7% | +40.7% | +127.7% |
| All | +1,382.1% | +2,077.2% | -695.1% | +492.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling