-46.2%
RBLX vs LH
+27.0%
-73.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.7% |
| 7D | +5.1% | -4.7% | +9.8% | +7.2% |
| 30D | +28.0% | -3.5% | +31.5% | +29.8% |
| 3M | +4.6% | +17.7% | -13.1% | -2.9% |
| 6M | -24.7% | +15.8% | -40.4% | -29.6% |
| YTD | -43.8% | +25.1% | -68.9% | -49.5% |
| 1Y | -65.8% | +12.5% | -78.3% | -67.8% |
| 3Y | +59.4% | +59.8% | -0.4% | +17.8% |
| All | -46.2% | +27.0% | -73.2% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling