+16.0%
ROL vs LTH
+137.1%
-121.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.3% |
| 7D | +3.0% | -1.3% | +4.3% | +3.1% |
| 30D | +19.8% | +15.7% | +4.1% | +17.7% |
| 3M | +7.9% | +5.0% | +2.9% | +7.2% |
| 6M | -25.6% | +37.7% | -63.3% | -28.6% |
| YTD | -34.1% | +75.0% | -109.2% | -38.9% |
| 1Y | -31.4% | +82.6% | -114.0% | -36.7% |
| 3Y | +4.7% | +241.3% | -236.6% | -11.5% |
| All | +16.0% | +137.1% | -121.1% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling