+208.2%
ROL vs LH
+185.6%
+22.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -3.3% | -3.2% | -0.1% | -2.3% |
| 30D | -7.2% | +0.1% | -7.4% | -7.3% |
| 3M | -27.0% | +18.6% | -45.6% | -31.1% |
| 6M | -39.5% | +17.9% | -57.4% | -42.9% |
| YTD | -41.8% | +28.9% | -70.7% | -46.6% |
| 1Y | -38.9% | +16.6% | -55.5% | -42.2% |
| 3Y | -0.4% | +63.6% | -63.9% | -16.3% |
| 5Y | -4.2% | +30.0% | -34.2% | -14.5% |
| 10Y | +208.2% | +191.9% | +16.3% | +116.3% |
| All | +208.2% | +185.6% | +22.6% | +116.3% |
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