-22.6%
RCL vs LH
+16.9%
-39.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.2% |
| 7D | -2.2% | -3.2% | +1.0% | -0.6% |
| 30D | -15.7% | +0.1% | -15.8% | -15.7% |
| 3M | -8.0% | +18.6% | -26.6% | -16.0% |
| 6M | -10.1% | +17.9% | -28.1% | -17.7% |
| YTD | -5.9% | +28.9% | -34.8% | -20.6% |
| All | -22.6% | +16.9% | -39.5% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling