+350.6%
RCL vs LH
+189.0%
+161.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.1% |
| 7D | -0.5% | -0.8% | +0.4% | 0.0% |
| 30D | -17.3% | +2.0% | -19.3% | -18.4% |
| 3M | -2.8% | +24.3% | -27.0% | -14.9% |
| 6M | -4.4% | +21.1% | -25.4% | -15.0% |
| YTD | -4.2% | +30.4% | -34.6% | -19.1% |
| 1Y | -23.4% | +18.4% | -41.7% | -31.3% |
| 3Y | +179.4% | +65.5% | +113.9% | +99.3% |
| 5Y | +238.8% | +29.9% | +208.9% | +173.2% |
| All | +350.6% | +189.0% | +161.6% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling