+2.0%
RDW vs LH
+73.0%
-70.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -3.2% |
| 7D | +0.9% | -4.7% | +5.6% | +3.7% |
| 30D | -21.3% | -3.5% | -17.8% | -19.9% |
| 3M | -37.9% | +17.7% | -55.6% | -44.4% |
| 6M | +12.3% | +15.8% | -3.5% | +1.3% |
| YTD | +39.7% | +25.1% | +14.6% | +20.5% |
| 1Y | +25.7% | +12.5% | +13.2% | +15.3% |
| 3Y | +230.8% | +59.8% | +171.1% | +143.3% |
| 5Y | -8.8% | +27.1% | -35.8% | -31.0% |
| All | +2.0% | +73.0% | -70.9% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 all: compounded portfolio wealth divided by compounded LH 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…
all analysis · Full analysis span regression · 6 months rolling