+9.4%
ROP vs LTH
+180.7%
-171.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | +0.2% |
| 7D | +0.7% | -1.3% | +2.0% | +0.9% |
| 30D | +28.8% | +15.7% | +13.1% | +26.3% |
| 3M | +21.1% | +5.0% | +16.1% | +20.1% |
| 6M | +52.5% | +37.7% | +14.9% | +46.0% |
| YTD | +8.9% | +75.0% | -66.1% | +0.4% |
| 1Y | +8.2% | +82.6% | -74.4% | -0.8% |
| 3Y | -5.2% | +241.3% | -246.5% | -20.8% |
| 5Y | +1.7% | +135.4% | -133.7% | -18.7% |
| All | +9.4% | +180.7% | -171.3% | -12.1% |
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