-11.2%
ROP vs LTH
+152.0%
-163.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | -6.1% | -4.0% | -2.1% | -5.6% |
| 30D | -3.4% | -1.7% | -1.7% | -3.2% |
| 3M | +16.7% | +28.0% | -11.3% | +13.0% |
| 6M | +8.1% | +54.1% | -46.0% | +1.5% |
| YTD | -11.7% | +57.1% | -68.8% | -17.3% |
| 1Y | -24.2% | +45.8% | -70.0% | -28.4% |
| 3Y | -19.0% | +157.6% | -176.5% | -30.0% |
| All | -11.2% | +152.0% | -163.2% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling