+25.0%
ROK vs LTH
+84.0%
-59.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.3% | -6.9% | -2.4% |
| 7D | 0.0% | +9.9% | -9.8% | -2.8% |
| 30D | -2.5% | +18.3% | -20.8% | -7.5% |
| 3M | 0.0% | +5.9% | -5.9% | -1.9% |
| 6M | +11.6% | +80.3% | -68.8% | -10.4% |
| YTD | +15.2% | +78.3% | -63.1% | -6.9% |
| 1Y | +25.0% | +81.0% | -56.0% | +0.6% |
| All | +25.0% | +84.0% | -59.0% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling