+53.1%
RGTI vs LH
+44.0%
+9.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +1.9% |
| 7D | -0.1% | -7.4% | +7.3% | +4.1% |
| 30D | -16.2% | -4.6% | -11.6% | -14.1% |
| 3M | -22.0% | +14.5% | -36.6% | -28.3% |
| 6M | -10.8% | +14.8% | -25.6% | -18.3% |
| YTD | -31.6% | +23.3% | -54.8% | -40.1% |
| 1Y | -6.4% | +13.6% | -20.0% | -14.4% |
| 3Y | +665.7% | +56.3% | +609.3% | +470.2% |
| 5Y | +55.6% | +25.2% | +30.4% | +16.5% |
| All | +53.1% | +44.0% | +9.1% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling