+134.2%
RBRK vs LH
+56.5%
+77.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.0% |
| 7D | -7.5% | -4.7% | -2.8% | -6.0% |
| 30D | -10.4% | -3.5% | -6.9% | -9.4% |
| 3M | +21.3% | +17.7% | +3.6% | +14.4% |
| 6M | +50.6% | +15.8% | +34.9% | +43.0% |
| YTD | +13.3% | +25.1% | -11.8% | +4.1% |
| 1Y | +11.2% | +12.5% | -1.3% | +6.1% |
| All | +134.2% | +56.5% | +77.7% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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