+55.9%
RBLX vs LTH
+155.4%
-99.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | +8.0% | -4.0% | +12.0% | +8.9% |
| 30D | +20.2% | -1.7% | +21.8% | +20.3% |
| 3M | +3.5% | +28.0% | -24.5% | -2.1% |
| 6M | -28.9% | +54.1% | -83.0% | -36.0% |
| YTD | -45.1% | +57.1% | -102.1% | -50.8% |
| 1Y | -66.2% | +45.8% | -112.0% | -69.3% |
| All | +55.9% | +155.4% | -99.4% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling