+6.1%
ROL vs LH
+86.6%
-80.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.6% | +1.7% |
| 7D | +7.5% | +4.6% | +3.0% | +6.3% |
| 30D | +21.1% | +19.1% | +2.0% | +15.5% |
| 3M | +3.1% | +16.7% | -13.6% | -1.3% |
| 6M | -27.4% | +47.0% | -74.5% | -35.6% |
| YTD | -34.7% | +49.3% | -84.0% | -42.1% |
| 1Y | -32.9% | +48.6% | -81.6% | -40.5% |
| 3Y | +6.1% | +87.8% | -81.7% | -11.2% |
| All | +6.1% | +86.6% | -80.5% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling