+95.3%
RKT vs LTH
+268.4%
-173.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.2% |
| 7D | +17.7% | +4.5% | +13.2% | +15.5% |
| 30D | +31.6% | +16.3% | +15.3% | +23.4% |
| 3M | +13.9% | +8.4% | +5.5% | +9.7% |
| 6M | +2.8% | +40.3% | -37.5% | -11.4% |
| YTD | -22.2% | +77.3% | -99.5% | -39.7% |
| 1Y | -3.5% | +88.0% | -91.5% | -26.9% |
| 3Y | +95.3% | +274.3% | -179.0% | -9.0% |
| All | +95.3% | +268.4% | -173.1% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling