+375.0%
RCL vs LH
+267.5%
+107.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | +8.5% | +4.8% | +3.7% | +5.7% |
| 30D | +20.4% | +18.8% | +1.6% | +8.4% |
| 3M | +11.0% | +15.7% | -4.7% | +1.4% |
| 6M | +24.9% | +46.7% | -21.8% | -1.7% |
| YTD | +23.9% | +48.9% | -25.1% | -3.9% |
| 1Y | +30.8% | +43.5% | -12.6% | +3.9% |
| 3Y | +270.4% | +86.9% | +183.5% | +144.4% |
| 5Y | +296.1% | +60.4% | +235.7% | +179.6% |
| 10Y | +375.0% | +260.7% | +114.3% | +81.1% |
| All | +375.0% | +267.5% | +107.6% | +81.1% |
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