+4.2%
RKT vs LTH
+160.9%
-156.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.3% |
| 7D | +2.1% | -0.6% | +2.7% | +2.4% |
| 30D | +1.4% | -4.6% | +6.0% | +3.3% |
| 3M | +6.3% | +32.8% | -26.5% | -5.2% |
| 6M | -15.5% | +64.6% | -80.1% | -31.2% |
| YTD | -27.4% | +62.6% | -90.0% | -40.8% |
| 1Y | -26.6% | +49.9% | -76.5% | -38.2% |
| 3Y | +41.2% | +151.3% | -110.1% | -9.0% |
| All | +4.2% | +160.9% | -156.7% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling