-34.5%
RBLX vs LH
+58.2%
-92.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.8% |
| 7D | +5.1% | -4.7% | +9.8% | +7.0% |
| 30D | +28.0% | -3.5% | +31.5% | +29.7% |
| 3M | +4.6% | +17.7% | -13.1% | -2.1% |
| 6M | -24.7% | +15.8% | -40.4% | -29.1% |
| YTD | -43.8% | +25.1% | -68.9% | -48.9% |
| 1Y | -65.8% | +12.5% | -78.3% | -67.6% |
| 3Y | +59.4% | +59.8% | -0.4% | +23.0% |
| 5Y | -48.2% | +27.1% | -75.3% | -60.1% |
| All | -34.5% | +58.2% | -92.7% | -44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling