-8.5%
RGTI vs LH
+14.9%
-23.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | +0.5% | -4.7% | +5.2% | +1.3% |
| 30D | -17.1% | -3.5% | -13.6% | -16.6% |
| 3M | -26.0% | +17.7% | -43.7% | -27.4% |
| 6M | -9.9% | +15.8% | -25.6% | -11.3% |
| YTD | -31.1% | +25.1% | -56.2% | -32.4% |
| 1Y | -8.5% | +12.5% | -21.0% | -1.3% |
| All | -8.5% | +14.9% | -23.4% | -1.3% |
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 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