+301.5%
ROST vs LH
+261.9%
+39.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +0.3% | +1.1% | -0.8% | -0.2% |
| 30D | +0.5% | +16.7% | -16.3% | -5.9% |
| 3M | -5.2% | +15.1% | -20.3% | -10.9% |
| 6M | +9.8% | +46.3% | -36.5% | -7.0% |
| YTD | +29.4% | +48.8% | -19.4% | +8.2% |
| 1Y | +44.4% | +39.7% | +4.6% | +24.1% |
| 3Y | +95.0% | +87.0% | +8.0% | +43.7% |
| 5Y | +111.9% | +53.0% | +58.9% | +68.1% |
| All | +301.5% | +261.9% | +39.6% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling