+1,581.5%
LH vs RVTY
+2,561.2%
-979.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | 0.0% |
| 7D | +4.8% | -2.7% | +7.5% | +5.4% |
| 30D | +18.8% | +3.2% | +15.6% | +17.7% |
| 3M | +15.7% | +37.2% | -21.5% | +6.6% |
| 6M | +46.7% | +57.7% | -11.0% | +30.2% |
| YTD | +48.9% | +64.8% | -15.9% | +30.0% |
| 1Y | +43.5% | +72.8% | -29.4% | +23.7% |
| 3Y | +86.9% | +89.8% | -2.9% | +55.0% |
| 5Y | +60.4% | -8.4% | +68.8% | +56.2% |
| 10Y | +260.7% | +219.5% | +41.3% | +165.2% |
| All | +1,581.5% | +2,561.2% | -979.7% | +537.5% |
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 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