+10,628.8%
ROL vs LH
+1,587.6%
+9,041.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +0.8% | +1.2% | -0.5% | +0.6% |
| 30D | +20.6% | +18.0% | +2.6% | +17.7% |
| 3M | +4.5% | +15.7% | -11.2% | +2.2% |
| 6M | -26.5% | +46.6% | -73.2% | -30.6% |
| YTD | -34.8% | +49.5% | -84.3% | -38.7% |
| 1Y | -33.2% | +40.2% | -73.4% | -36.5% |
| 3Y | +4.5% | +87.6% | -83.1% | -5.1% |
| 5Y | +15.5% | +59.3% | -43.7% | +6.8% |
| 10Y | +217.2% | +266.1% | -48.8% | +160.7% |
| All | +10,628.8% | +1,587.6% | +9,041.1% | +7,222.7% |
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