+53.0%
ROK vs LTH
+156.3%
-103.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | +2.8% | +1.5% | +1.2% | +2.4% |
| 30D | -2.4% | -3.1% | +0.7% | -1.7% |
| 3M | -4.7% | +28.1% | -32.8% | -10.6% |
| 6M | +16.8% | +67.4% | -50.7% | +2.1% |
| YTD | +11.4% | +59.8% | -48.4% | -1.6% |
| 1Y | +26.2% | +45.6% | -19.4% | +13.7% |
| 3Y | +51.9% | +162.0% | -110.1% | +15.9% |
| All | +53.0% | +156.3% | -103.3% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling