+4.4%
ROL vs LTH
+160.9%
-156.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.4% | -0.6% | -0.8% | -1.4% |
| 30D | -4.1% | -4.6% | +0.5% | -3.6% |
| 3M | -22.5% | +32.8% | -55.3% | -25.0% |
| 6M | -37.7% | +64.6% | -102.3% | -41.3% |
| YTD | -39.6% | +62.6% | -102.2% | -43.1% |
| 1Y | -36.0% | +49.9% | -86.0% | -39.2% |
| 3Y | -5.1% | +151.3% | -156.5% | -15.8% |
| All | +4.4% | +160.9% | -156.5% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling