+43.4%
RKT vs LH
+65.4%
-22.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.3% |
| 7D | +6.0% | -0.8% | +6.8% | +6.7% |
| 30D | +0.7% | +2.0% | -1.3% | -0.7% |
| 3M | +11.8% | +24.3% | -12.4% | -4.5% |
| 6M | -7.6% | +21.1% | -28.7% | -19.7% |
| YTD | -28.7% | +30.4% | -59.1% | -41.4% |
| 1Y | -32.6% | +18.4% | -50.9% | -40.7% |
| All | +43.4% | +65.4% | -22.1% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling