+281.1%
RCL vs LTH
+184.4%
+96.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.9% |
| 7D | +6.5% | +4.5% | +2.0% | +4.4% |
| 30D | +15.9% | +16.3% | -0.5% | +8.5% |
| 3M | +2.7% | +8.4% | -5.7% | -1.1% |
| 6M | +15.2% | +40.3% | -25.0% | -0.9% |
| YTD | +19.2% | +77.3% | -58.0% | -7.4% |
| 1Y | +31.6% | +88.0% | -56.4% | -0.3% |
| 3Y | +274.2% | +274.3% | -0.1% | +108.6% |
| 5Y | +250.1% | +142.9% | +107.2% | +99.3% |
| All | +281.1% | +184.4% | +96.8% | +115.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling