+167.7%
LTH vs RL
+271.3%
-103.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.8% |
| 7D | +0.3% | -4.4% | +4.6% | +2.0% |
| 30D | +17.7% | +5.6% | +12.1% | +14.5% |
| 3M | +8.5% | -0.6% | +9.1% | +8.1% |
| 6M | +46.9% | +15.5% | +31.5% | +34.3% |
| YTD | +78.8% | +12.3% | +66.4% | +64.5% |
| 1Y | +84.9% | +19.3% | +65.6% | +65.1% |
| 3Y | +246.4% | +255.5% | -9.2% | +61.2% |
| 5Y | +129.6% | +247.1% | -117.5% | +0.9% |
| All | +167.7% | +271.3% | -103.5% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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