+162.1%
LTH vs RNG
-63.8%
+225.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.3% |
| 7D | -1.3% | +4.6% | -5.9% | -2.4% |
| 30D | +15.7% | +0.4% | +15.2% | +15.1% |
| 3M | +5.0% | +11.4% | -6.4% | +1.2% |
| 6M | +37.7% | +95.7% | -58.0% | +12.4% |
| YTD | +75.0% | +162.9% | -87.9% | +25.4% |
| 1Y | +82.6% | +180.3% | -97.6% | +28.1% |
| 3Y | +241.3% | +188.3% | +53.0% | +119.6% |
| 5Y | +135.4% | -72.5% | +207.9% | +133.2% |
| All | +162.1% | -63.8% | +225.9% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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