+646.8%
RGTI vs LTH
+153.7%
+493.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -0.1% | -3.7% | +3.6% | +1.6% |
| 30D | -16.2% | -5.3% | -10.9% | -14.3% |
| 3M | -22.0% | +24.2% | -46.2% | -30.7% |
| 6M | -10.8% | +54.8% | -65.6% | -28.9% |
| YTD | -31.6% | +56.1% | -87.6% | -45.9% |
| 1Y | -6.4% | +45.5% | -51.9% | -24.2% |
| All | +646.8% | +153.7% | +493.1% | +329.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling