+2.3%
RKT vs LTH
+156.3%
-154.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | +6.0% | +1.5% | +4.5% | +5.3% |
| 30D | +0.7% | -3.1% | +3.7% | +1.8% |
| 3M | +11.8% | +28.1% | -16.3% | +1.2% |
| 6M | -7.6% | +67.4% | -75.0% | -25.3% |
| YTD | -28.7% | +59.8% | -88.4% | -41.4% |
| 1Y | -32.6% | +45.6% | -78.2% | -42.6% |
| 3Y | +42.1% | +162.0% | -119.9% | -9.8% |
| All | +2.3% | +156.3% | -154.0% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling