+137.8%
LTH vs RRC
+134.0%
+3.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.0% |
| 7D | -1.3% | +6.4% | -7.7% | -2.5% |
| 30D | +15.7% | +23.9% | -8.2% | +10.4% |
| 3M | +5.0% | +30.2% | -25.2% | -0.9% |
| 6M | +37.7% | +26.3% | +11.4% | +30.3% |
| YTD | +75.0% | +48.1% | +26.9% | +58.6% |
| 1Y | +82.6% | +37.7% | +45.0% | +68.1% |
| 3Y | +241.3% | +60.3% | +181.0% | +198.2% |
| All | +137.8% | +134.0% | +3.9% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling