-1.6%
RKT vs LH
+54.4%
-56.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.3% |
| 7D | -3.8% | +1.2% | -5.0% | -4.6% |
| 30D | +32.8% | +18.0% | +14.9% | +18.0% |
| 3M | +0.8% | +15.7% | -14.9% | -9.5% |
| 6M | -2.6% | +46.6% | -49.3% | -26.4% |
| YTD | -25.4% | +49.5% | -74.9% | -44.6% |
| 1Y | -19.1% | +40.2% | -59.3% | -37.0% |
| 3Y | +83.2% | +87.6% | -4.4% | +14.7% |
| All | -1.6% | +54.4% | -56.0% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling