+165.5%
LTH vs RL
+254.8%
-89.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -0.7% |
| 7D | +4.5% | -4.2% | +8.6% | +6.3% |
| 30D | +16.3% | +4.3% | +12.1% | +13.9% |
| 3M | +8.4% | -4.6% | +13.0% | +10.0% |
| 6M | +40.3% | +1.7% | +38.6% | +36.2% |
| YTD | +77.3% | +7.3% | +69.9% | +66.7% |
| 1Y | +88.0% | +20.8% | +67.2% | +66.5% |
| 3Y | +274.3% | +247.0% | +27.3% | +75.7% |
| 5Y | +142.9% | +225.5% | -82.6% | +9.1% |
| All | +165.5% | +254.8% | -89.3% | +19.8% |
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