+342.5%
RCL vs LH
+185.6%
+156.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.1% |
| 7D | -2.2% | -3.2% | +1.0% | -0.3% |
| 30D | -15.7% | +0.1% | -15.8% | -15.8% |
| 3M | -8.0% | +18.6% | -26.6% | -17.2% |
| 6M | -10.1% | +17.9% | -28.1% | -18.9% |
| YTD | -5.9% | +28.9% | -34.8% | -20.0% |
| 1Y | -23.5% | +16.6% | -40.1% | -30.8% |
| 3Y | +174.4% | +63.6% | +110.8% | +97.1% |
| 5Y | +227.1% | +30.0% | +197.1% | +163.4% |
| 10Y | +342.5% | +191.9% | +150.6% | +97.9% |
| All | +342.5% | +185.6% | +156.9% | +97.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling