+217.2%
ROL vs LH
+263.2%
-46.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +0.8% | +1.2% | -0.5% | +0.4% |
| 30D | +20.6% | +18.0% | +2.6% | +14.1% |
| 3M | +4.5% | +15.7% | -11.2% | -0.7% |
| 6M | -26.5% | +46.6% | -73.2% | -35.7% |
| YTD | -34.8% | +49.5% | -84.3% | -43.4% |
| 1Y | -33.2% | +40.2% | -73.4% | -40.7% |
| 3Y | +4.5% | +87.6% | -83.1% | -17.0% |
| 5Y | +15.5% | +59.3% | -43.7% | -4.3% |
| 10Y | +217.2% | +266.1% | -48.8% | +106.0% |
| All | +217.2% | +263.2% | -46.0% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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