-42.1%
RBLX vs LTH
+160.9%
-203.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +12.4% | -0.6% | +13.0% | +12.5% |
| 30D | +19.7% | -4.6% | +24.3% | +21.6% |
| 3M | -0.1% | +32.8% | -32.9% | -11.8% |
| 6M | -35.7% | +64.6% | -100.4% | -49.4% |
| YTD | -46.6% | +62.6% | -109.2% | -57.8% |
| 1Y | -66.6% | +49.9% | -116.6% | -72.9% |
| 3Y | +52.3% | +151.3% | -99.1% | -10.8% |
| All | -42.1% | +160.9% | -203.0% | -72.2% |
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 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