-37.9%
ROL vs LTH
+46.4%
-84.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -2.4% |
| 7D | -3.4% | +1.5% | -5.0% | -3.6% |
| 30D | -6.9% | -3.1% | -3.9% | -6.6% |
| 3M | -24.6% | +28.1% | -52.7% | -26.3% |
| 6M | -39.5% | +67.4% | -106.9% | -43.2% |
| YTD | -41.1% | +59.8% | -100.9% | -44.3% |
| 1Y | -37.9% | +45.6% | -83.5% | -38.2% |
| All | -37.9% | +46.4% | -84.4% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling