+44.2%
ROK vs LTH
+174.8%
-130.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.5% |
| 7D | +6.1% | -4.6% | +10.7% | +7.3% |
| 30D | -6.5% | +14.8% | -21.3% | -9.8% |
| 3M | -10.2% | +3.9% | -14.1% | -11.3% |
| 6M | -10.6% | +35.5% | -46.1% | -17.7% |
| YTD | +4.9% | +71.3% | -66.4% | -9.2% |
| 1Y | +3.8% | +75.7% | -71.9% | -10.7% |
| 3Y | +63.5% | +231.9% | -168.4% | +18.3% |
| 5Y | +30.9% | +130.5% | -99.5% | -7.1% |
| All | +44.2% | +174.8% | -130.7% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling