-66.6%
RBLX vs LTH
+54.1%
-120.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | +12.4% | -0.6% | +13.0% | +12.4% |
| 30D | +19.7% | -4.6% | +24.3% | +19.9% |
| 3M | -0.1% | +32.8% | -32.9% | -2.1% |
| 6M | -35.7% | +64.6% | -100.4% | -38.2% |
| YTD | -46.6% | +62.6% | -109.2% | -48.1% |
| 1Y | -66.6% | +49.9% | -116.6% | -67.0% |
| All | -66.6% | +54.1% | -120.7% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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