+207.1%
RCL vs LTH
+160.9%
+46.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.1% |
| 6M | -6.7% | +64.6% | -71.3% | -25.1% |
| YTD | -3.9% | +62.6% | -66.6% | -22.4% |
| 1Y | -25.1% | +49.9% | -75.0% | -37.6% |
| 3Y | +179.1% | +151.3% | +27.8% | +82.7% |
| All | +207.1% | +160.9% | +46.2% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling