+312.1%
ROST vs LH
+183.3%
+128.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.7% |
| 7D | +0.2% | -4.7% | +4.9% | +2.2% |
| 30D | -6.9% | -3.5% | -3.4% | -5.6% |
| 3M | -3.3% | +17.7% | -21.0% | -10.0% |
| 6M | +9.0% | +15.8% | -6.7% | +2.1% |
| YTD | +28.9% | +25.1% | +3.8% | +16.3% |
| 1Y | +54.0% | +12.5% | +41.5% | +44.9% |
| 3Y | +100.7% | +59.8% | +41.0% | +58.5% |
| 5Y | +116.0% | +27.1% | +89.0% | +85.8% |
| All | +312.1% | +183.3% | +128.8% | +130.4% |
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