+652.2%
RGTI vs LH
+58.7%
+593.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | 0.0% |
| 7D | +0.5% | -4.7% | +5.2% | +2.7% |
| 30D | -17.1% | -3.5% | -13.6% | -15.8% |
| 3M | -26.0% | +17.7% | -43.7% | -32.0% |
| 6M | -9.9% | +15.8% | -25.6% | -16.6% |
| YTD | -31.1% | +25.1% | -56.2% | -39.0% |
| 1Y | -8.5% | +12.5% | -21.0% | -14.2% |
| 3Y | +652.2% | +59.8% | +592.5% | +464.0% |
| All | +652.2% | +58.7% | +593.6% | +464.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling