+2.1%
ROL vs LTH
+234.6%
-232.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.9% |
| 7D | -1.7% | -4.6% | +2.9% | -1.1% |
| 30D | +18.5% | +14.8% | +3.7% | +16.5% |
| 3M | +4.3% | +3.9% | +0.4% | +3.8% |
| 6M | -27.7% | +35.5% | -63.2% | -30.5% |
| YTD | -35.8% | +71.3% | -107.1% | -40.4% |
| 1Y | -34.1% | +75.7% | -109.8% | -39.0% |
| All | +2.1% | +234.6% | -232.5% | -11.5% |
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