-17.9%
ROP vs LH
+64.5%
-82.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.7% |
| 7D | -5.4% | -0.8% | -4.6% | -5.2% |
| 30D | -1.6% | +2.0% | -3.6% | -2.2% |
| 3M | +18.8% | +24.3% | -5.4% | +11.2% |
| 6M | +8.2% | +21.1% | -12.9% | +1.9% |
| YTD | -10.5% | +30.4% | -40.9% | -17.8% |
| 1Y | -23.7% | +18.4% | -42.1% | -28.0% |
| 3Y | -17.9% | +65.5% | -83.3% | -28.9% |
| All | -17.9% | +64.5% | -82.3% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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