+139.3%
LTH vs RRC
+93.6%
+45.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +1.5% | -1.2% | +2.7% | +1.8% |
| 30D | -3.1% | +9.4% | -12.5% | -4.8% |
| 3M | +28.1% | +7.4% | +20.7% | +26.0% |
| 6M | +67.4% | +1.5% | +65.9% | +65.8% |
| YTD | +59.8% | +19.4% | +40.4% | +52.2% |
| 1Y | +45.6% | +24.2% | +21.4% | +36.9% |
| 3Y | +162.0% | +32.8% | +129.2% | +138.9% |
| All | +139.3% | +93.6% | +45.7% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RRC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling