+7.4%
ROK vs LTH
+79.8%
-72.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.1% |
| 7D | +7.1% | -1.3% | +8.4% | +7.4% |
| 30D | -5.0% | +15.7% | -20.6% | -9.5% |
| 3M | -9.4% | +5.0% | -14.4% | -11.0% |
| 6M | -11.0% | +37.7% | -48.7% | -21.3% |
| YTD | +4.4% | +75.0% | -70.6% | -16.8% |
| 1Y | +7.4% | +82.6% | -75.2% | -15.9% |
| All | +7.4% | +79.8% | -72.3% | -15.9% |
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