+111.1%
ROST vs LH
+23.7%
+87.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +1.5% |
| 7D | -2.5% | -7.4% | +4.9% | -0.2% |
| 30D | -10.3% | -4.6% | -5.7% | -9.0% |
| 3M | -2.6% | +14.5% | -17.1% | -7.0% |
| 6M | +6.5% | +14.8% | -8.3% | +1.5% |
| YTD | +25.9% | +23.3% | +2.7% | +16.8% |
| 1Y | +52.3% | +13.6% | +38.7% | +44.9% |
| 3Y | +94.6% | +56.3% | +38.2% | +61.7% |
| 5Y | +111.1% | +25.2% | +85.9% | +87.1% |
| All | +111.1% | +23.7% | +87.4% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling