-66.6%
RBLX vs LH
+20.0%
-86.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.7% |
| 7D | +12.4% | -2.5% | +14.9% | +13.1% |
| 30D | +19.7% | +4.3% | +15.3% | +18.3% |
| 3M | -0.1% | +25.5% | -25.6% | -4.2% |
| 6M | -35.7% | +17.0% | -52.7% | -38.8% |
| YTD | -46.6% | +31.3% | -77.8% | -47.5% |
| 1Y | -66.6% | +20.0% | -86.6% | -66.8% |
| All | -66.6% | +20.0% | -86.6% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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