+96.1%
ROST vs LH
+56.3%
+39.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +1.0% |
| 7D | -2.5% | -7.4% | +4.9% | -0.9% |
| 30D | -10.3% | -4.6% | -5.7% | -9.4% |
| 3M | -2.6% | +14.5% | -17.1% | -5.6% |
| 6M | +6.5% | +14.8% | -8.3% | +3.1% |
| YTD | +25.9% | +23.3% | +2.7% | +19.4% |
| 1Y | +52.3% | +13.6% | +38.7% | +47.1% |
| All | +96.1% | +56.3% | +39.8% | +77.8% |
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