-14.2%
ROK vs LTH
+48.6%
-62.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | -11.5% | +7.0% | -18.5% | -12.5% |
| 30D | -10.0% | +15.4% | -25.4% | -12.1% |
| 3M | -11.4% | +7.0% | -18.5% | -12.3% |
| All | -14.2% | +48.6% | -62.8% | -19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling