+348.5%
ROK vs LH
+183.3%
+165.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.9% |
| 7D | -1.2% | -4.7% | +3.4% | +1.0% |
| 30D | -4.8% | -3.5% | -1.3% | -3.3% |
| 3M | -6.1% | +17.7% | -23.8% | -13.7% |
| 6M | +15.5% | +15.8% | -0.3% | +6.8% |
| YTD | +11.2% | +25.1% | -13.9% | -1.1% |
| 1Y | +23.8% | +12.5% | +11.3% | +15.6% |
| 3Y | +53.1% | +59.8% | -6.6% | +17.9% |
| 5Y | +48.3% | +27.1% | +21.2% | +25.9% |
| All | +348.5% | +183.3% | +165.2% | +135.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling