+4.0%
ROL vs LTH
+268.4%
-264.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | +9.5% | +4.5% | +5.0% | +8.9% |
| 30D | +22.9% | +16.3% | +6.6% | +20.6% |
| 3M | +3.5% | +8.4% | -4.8% | +2.4% |
| 6M | -29.4% | +40.3% | -69.7% | -32.4% |
| YTD | -36.1% | +77.3% | -113.3% | -40.8% |
| 1Y | -34.4% | +88.0% | -122.3% | -39.7% |
| 3Y | +4.0% | +274.3% | -270.3% | -10.6% |
| All | +4.0% | +268.4% | -264.4% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling