+164.2%
LTH vs RL
+275.5%
-111.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -3.1% |
| 7D | +7.0% | +0.2% | +6.8% | +6.6% |
| 30D | +15.4% | +7.3% | +8.1% | +11.5% |
| 3M | +7.0% | +1.0% | +6.0% | +5.8% |
| 6M | +46.9% | +11.8% | +35.1% | +36.3% |
| YTD | +76.4% | +13.6% | +62.8% | +61.5% |
| 1Y | +83.7% | +24.0% | +59.7% | +60.9% |
| 3Y | +248.9% | +256.6% | -7.7% | +62.4% |
| 5Y | +141.8% | +240.2% | -98.4% | +5.7% |
| All | +164.2% | +275.5% | -111.3% | +16.1% |
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