+10,648.3%
ROL vs LH
+1,585.8%
+9,062.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.6% | +1.9% |
| 7D | +7.5% | +4.6% | +3.0% | +6.8% |
| 30D | +21.1% | +19.1% | +2.0% | +18.1% |
| 3M | +3.1% | +16.7% | -13.6% | +0.7% |
| 6M | -27.4% | +47.0% | -74.5% | -31.5% |
| YTD | -34.7% | +49.3% | -84.0% | -38.5% |
| 1Y | -32.9% | +48.6% | -81.6% | -36.8% |
| 3Y | +6.1% | +87.8% | -81.7% | -3.6% |
| 5Y | +16.3% | +65.0% | -48.7% | +7.1% |
| 10Y | +214.9% | +275.0% | -60.1% | +158.0% |
| All | +10,648.3% | +1,585.8% | +9,062.4% | +7,237.2% |
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 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