+84.9%
LTH vs RRC
+38.2%
+46.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.3% |
| 7D | +0.3% | -0.5% | +0.7% | +0.2% |
| 30D | +17.7% | +25.2% | -7.5% | +19.4% |
| 3M | +8.5% | +27.8% | -19.4% | +10.4% |
| 6M | +46.9% | +27.2% | +19.7% | +49.9% |
| YTD | +78.8% | +48.2% | +30.6% | +81.5% |
| 1Y | +84.9% | +34.7% | +50.2% | +91.0% |
| All | +84.9% | +38.2% | +46.7% | +91.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling