+56.8%
RGTI vs LH
+27.0%
+29.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -0.1% |
| 7D | +0.5% | -4.7% | +5.2% | +3.2% |
| 30D | -17.1% | -3.5% | -13.6% | -15.6% |
| 3M | -26.0% | +17.7% | -43.7% | -33.3% |
| 6M | -9.9% | +15.8% | -25.6% | -18.2% |
| YTD | -31.1% | +25.1% | -56.2% | -40.6% |
| 1Y | -8.5% | +12.5% | -21.0% | -16.1% |
| 3Y | +652.2% | +59.8% | +592.5% | +443.3% |
| All | +56.8% | +27.0% | +29.8% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling