+143.5%
LTH vs RRC
+94.1%
+49.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -0.6% | +1.3% | -1.9% | -0.9% |
| 30D | -4.6% | +10.1% | -14.7% | -6.4% |
| 3M | +32.8% | +4.0% | +28.8% | +31.4% |
| 6M | +64.6% | +1.6% | +63.0% | +63.0% |
| YTD | +62.6% | +19.7% | +42.9% | +54.8% |
| 1Y | +49.9% | +21.4% | +28.5% | +41.7% |
| 3Y | +151.3% | +29.7% | +121.7% | +130.3% |
| All | +143.5% | +94.1% | +49.5% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling