+55.0%
RGTI vs LTH
+150.5%
-95.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.5% | -4.0% | +4.5% | +2.3% |
| 30D | -17.1% | -5.3% | -11.8% | -15.2% |
| 3M | -26.0% | +19.0% | -45.0% | -32.6% |
| 6M | -9.9% | +55.8% | -65.6% | -27.8% |
| YTD | -31.1% | +56.1% | -87.2% | -45.1% |
| 1Y | -8.5% | +41.3% | -49.8% | -24.5% |
| 3Y | +652.2% | +156.6% | +495.6% | +347.8% |
| All | +55.0% | +150.5% | -95.4% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling