+16,494.4%
ROK vs LH
+1,382.1%
+15,112.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | +0.7% | -2.5% | +3.1% | +1.1% |
| 30D | -3.3% | +4.3% | -7.7% | -4.0% |
| 3M | -5.9% | +25.5% | -31.4% | -9.6% |
| 6M | +13.9% | +17.0% | -3.1% | +10.7% |
| YTD | +12.6% | +31.3% | -18.7% | +7.3% |
| 1Y | +28.6% | +20.0% | +8.6% | +24.3% |
| 3Y | +45.1% | +63.9% | -18.8% | +32.8% |
| 5Y | +45.6% | +30.9% | +14.7% | +37.7% |
| 10Y | +345.0% | +191.4% | +153.6% | +270.8% |
| All | +16,494.4% | +1,382.1% | +15,112.3% | +11,456.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling