+11.2%
RBRK vs LTH
+45.2%
-33.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | -7.5% | -4.0% | -3.5% | -7.2% |
| 30D | -10.4% | -5.3% | -5.1% | -10.0% |
| 3M | +21.3% | +19.0% | +2.3% | +19.7% |
| 6M | +50.6% | +55.8% | -5.1% | +41.9% |
| YTD | +13.3% | +56.1% | -42.8% | +7.2% |
| 1Y | +11.2% | +41.3% | -30.0% | +21.2% |
| All | +11.2% | +45.2% | -33.9% | +21.2% |
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