-68.1%
RGTI vs LTH
+84.0%
-152.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.3% | -5.2% | -0.9% |
| 7D | -9.6% | +9.9% | -19.4% | -12.3% |
| 30D | -26.0% | +18.3% | -44.3% | -30.1% |
| 3M | -35.8% | +5.9% | -41.7% | -37.0% |
| 6M | -36.7% | +80.3% | -117.0% | -53.3% |
| YTD | -49.4% | +78.3% | -127.7% | -62.2% |
| 1Y | -68.1% | +81.0% | -149.2% | -76.4% |
| All | -68.1% | +84.0% | -152.2% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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