-33.3%
RBLX vs LTH
+180.7%
-214.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.8% |
| 7D | +1.2% | -1.3% | +2.5% | +1.7% |
| 30D | +5.0% | +15.7% | -10.7% | -1.0% |
| 3M | +31.5% | +5.0% | +26.5% | +28.4% |
| 6M | +18.9% | +37.7% | -18.7% | +3.0% |
| YTD | -38.4% | +75.0% | -113.4% | -52.9% |
| 1Y | -50.7% | +82.6% | -133.4% | -63.1% |
| 3Y | +28.8% | +241.3% | -212.5% | -34.7% |
| 5Y | -53.6% | +135.4% | -189.0% | -78.2% |
| All | -33.3% | +180.7% | -214.0% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling