+134.2%
RBRK vs LTH
+187.0%
-52.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.6% |
| 7D | -7.5% | -4.0% | -3.5% | -6.3% |
| 30D | -10.4% | -5.3% | -5.1% | -8.9% |
| 3M | +21.3% | +19.0% | +2.3% | +14.3% |
| 6M | +50.6% | +55.8% | -5.1% | +27.0% |
| YTD | +13.3% | +56.1% | -42.8% | -5.2% |
| 1Y | +11.2% | +41.3% | -30.0% | -3.0% |
| All | +134.2% | +187.0% | -52.8% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling