+59.4%
RBLX vs LH
+58.7%
+0.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | +5.1% | -4.7% | +9.8% | +5.9% |
| 30D | +28.0% | -3.5% | +31.5% | +28.7% |
| 3M | +4.6% | +17.7% | -13.1% | +2.2% |
| 6M | -24.7% | +15.8% | -40.4% | -26.4% |
| YTD | -43.8% | +25.1% | -68.9% | -45.4% |
| 1Y | -65.8% | +12.5% | -78.3% | -66.3% |
| 3Y | +59.4% | +59.8% | -0.4% | +61.2% |
| All | +59.4% | +58.7% | +0.7% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling