-45.7%
RDDT vs LTH
+84.0%
-129.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.3% | -0.4% | +4.8% |
| 7D | -24.4% | +9.9% | -34.2% | -25.5% |
| 30D | -32.3% | +18.3% | -50.6% | -34.1% |
| 3M | -36.3% | +5.9% | -42.3% | -37.0% |
| 6M | -39.7% | +80.3% | -120.1% | -46.8% |
| YTD | -55.7% | +78.3% | -134.0% | -61.0% |
| 1Y | -45.7% | +81.0% | -126.8% | -52.9% |
| All | -45.7% | +84.0% | -129.8% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling