-68.1%
RGTI vs LH
+44.2%
-112.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +0.4% |
| 7D | -9.6% | +2.1% | -11.7% | -9.9% |
| 30D | -26.0% | +19.2% | -45.2% | -28.1% |
| 3M | -35.8% | +18.0% | -53.8% | -37.5% |
| 6M | -36.7% | +46.1% | -82.7% | -40.9% |
| YTD | -49.4% | +47.7% | -97.1% | -50.9% |
| 1Y | -68.1% | +47.2% | -115.4% | -69.8% |
| All | -68.1% | +44.2% | -112.4% | -69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling