-65.8%
RBLX vs LTH
+45.2%
-110.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +5.1% | -4.0% | +9.1% | +5.2% |
| 30D | +28.0% | -5.3% | +33.3% | +28.2% |
| 3M | +4.6% | +19.0% | -14.4% | +2.7% |
| 6M | -24.7% | +55.8% | -80.4% | -27.6% |
| YTD | -43.8% | +56.1% | -100.0% | -45.6% |
| 1Y | -65.8% | +41.3% | -107.0% | -65.2% |
| All | -65.8% | +45.2% | -110.9% | -65.2% |
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