+293.8%
RCL vs LTH
+120.9%
+173.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.2% | -2.1% |
| 7D | -0.2% | -4.6% | +4.4% | +1.8% |
| 30D | +14.4% | +14.8% | -0.4% | +7.6% |
| 3M | +5.2% | +3.9% | +1.2% | +3.1% |
| 6M | +26.1% | +35.5% | -9.4% | +10.0% |
| YTD | +17.4% | +71.3% | -54.0% | -7.9% |
| 1Y | +24.7% | +75.7% | -51.0% | -3.1% |
| 3Y | +250.9% | +231.9% | +19.0% | +103.9% |
| 5Y | +293.8% | +130.5% | +163.4% | +129.5% |
| All | +293.8% | +120.9% | +173.0% | +129.5% |
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 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