-26.6%
RKT vs LH
+20.0%
-46.6%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.1% |
| 7D | +2.1% | -2.5% | +4.6% | +4.0% |
| 30D | +1.4% | +4.3% | -2.9% | -1.5% |
| 3M | +6.3% | +25.5% | -19.3% | -10.1% |
| 6M | -15.5% | +17.0% | -32.4% | -24.8% |
| YTD | -27.4% | +31.3% | -58.6% | -40.7% |
| 1Y | -26.6% | +20.0% | -46.6% | -37.1% |
| All | -26.6% | +20.0% | -46.6% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling