+9.5%
RDW vs LTH
+152.0%
-142.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -3.9% |
| 7D | +3.6% | -4.0% | +7.6% | +5.5% |
| 30D | -18.4% | -1.7% | -16.8% | -17.9% |
| 3M | -32.1% | +28.0% | -60.1% | -40.7% |
| 6M | +10.9% | +54.1% | -43.2% | -10.9% |
| YTD | +40.8% | +57.1% | -16.3% | +12.7% |
| 1Y | +31.1% | +45.8% | -14.6% | +8.0% |
| 3Y | +245.2% | +157.6% | +87.6% | +124.3% |
| All | +9.5% | +152.0% | -142.4% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling