+292.6%
RCL vs LTH
+183.0%
+109.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.2% |
| 7D | +5.0% | +7.0% | -2.1% | +2.0% |
| 30D | +19.4% | +15.4% | +4.0% | +12.1% |
| 3M | +5.9% | +7.0% | -1.1% | +2.6% |
| 6M | +23.8% | +46.9% | -23.1% | +4.4% |
| YTD | +22.8% | +76.4% | -53.6% | -4.4% |
| 1Y | +34.3% | +83.7% | -49.5% | +2.7% |
| 3Y | +276.4% | +248.9% | +27.5% | +116.4% |
| 5Y | +281.6% | +141.8% | +139.8% | +117.6% |
| All | +292.6% | +183.0% | +109.6% | +121.9% |
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