+9,849.2%
ROL vs LH
+1,382.1%
+8,467.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | -1.4% | -2.5% | +1.0% | -1.1% |
| 30D | -4.1% | +4.3% | -8.4% | -4.7% |
| 3M | -22.5% | +25.5% | -48.0% | -25.1% |
| 6M | -37.7% | +17.0% | -54.6% | -39.2% |
| YTD | -39.6% | +31.3% | -70.8% | -42.0% |
| 1Y | -36.0% | +20.0% | -56.0% | -37.8% |
| 3Y | -5.1% | +63.9% | -69.0% | -12.1% |
| 5Y | -3.4% | +30.9% | -34.2% | -8.0% |
| 10Y | +215.2% | +191.4% | +23.9% | +166.9% |
| All | +9,849.2% | +1,382.1% | +8,467.1% | +6,826.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling