+175.6%
RCL vs LTH
+152.2%
+23.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | -5.1% | -0.6% | -4.4% | -4.9% |
| 30D | -19.0% | -4.6% | -14.4% | -17.5% |
| 3M | -9.6% | +32.8% | -42.4% | -19.5% |
| 6M | -6.7% | +64.6% | -71.3% | -24.1% |
| YTD | -3.9% | +62.6% | -66.6% | -21.3% |
| 1Y | -25.1% | +49.9% | -75.0% | -36.9% |
| All | +175.6% | +152.2% | +23.3% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling