-22.2%
RKT vs LH
+107.7%
-129.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.3% |
| 7D | +2.1% | -2.5% | +4.6% | +3.7% |
| 30D | +1.4% | +4.3% | -2.9% | -1.2% |
| 3M | +6.3% | +25.5% | -19.3% | -7.8% |
| 6M | -15.5% | +17.0% | -32.4% | -23.4% |
| YTD | -27.4% | +31.3% | -58.6% | -38.8% |
| 1Y | -26.6% | +20.0% | -46.6% | -34.7% |
| 3Y | +41.2% | +63.9% | -22.6% | +4.3% |
| 5Y | -6.4% | +30.9% | -37.3% | -29.2% |
| All | -22.2% | +107.7% | -129.9% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling