-33.1%
ROL vs LTH
+83.5%
-116.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.1% |
| 7D | +7.5% | +7.0% | +0.5% | +6.8% |
| 30D | +21.1% | +15.4% | +5.7% | +19.4% |
| 3M | +3.1% | +7.0% | -3.9% | +2.4% |
| 6M | -27.4% | +46.9% | -74.3% | -29.7% |
| YTD | -34.7% | +76.4% | -111.1% | -38.3% |
| All | -33.1% | +83.5% | -116.5% | -38.0% |
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