+156.6%
LTH vs RNG
-63.5%
+220.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.2% | -4.4% |
| 7D | -4.6% | +2.3% | -6.9% | -5.2% |
| 30D | +14.8% | -3.4% | +18.2% | +15.4% |
| 3M | +3.9% | +20.9% | -17.0% | -1.9% |
| 6M | +35.5% | +82.2% | -46.7% | +12.6% |
| YTD | +71.3% | +164.6% | -93.3% | +22.6% |
| 1Y | +75.7% | +177.0% | -101.3% | +23.8% |
| 3Y | +231.9% | +177.4% | +54.5% | +116.6% |
| 5Y | +130.5% | -72.3% | +202.8% | +127.9% |
| All | +156.6% | -63.5% | +220.1% | +157.1% |
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