+25.8%
ROK vs LH
+11.8%
+14.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +0.2% |
| 7D | -1.6% | -7.4% | +5.8% | +0.6% |
| 30D | -5.4% | -4.6% | -0.9% | -4.2% |
| 3M | -4.0% | +14.5% | -18.5% | -8.4% |
| 6M | +13.3% | +14.8% | -1.5% | +7.7% |
| YTD | +9.3% | +23.3% | -13.9% | +3.1% |
| 1Y | +25.8% | +13.6% | +12.2% | +19.7% |
| All | +25.8% | +11.8% | +14.1% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling