+116.9%
ROST vs LH
+54.4%
+62.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.9% | +2.5% | -1.6% | +0.1% |
| 30D | +5.1% | +18.7% | -13.6% | -0.3% |
| 3M | -4.3% | +15.3% | -19.6% | -8.6% |
| 6M | +9.4% | +45.4% | -36.0% | -3.3% |
| YTD | +32.5% | +49.5% | -17.0% | +15.5% |
| 1Y | +46.9% | +41.4% | +5.5% | +30.5% |
| 3Y | +98.1% | +87.6% | +10.5% | +55.3% |
| 5Y | +116.9% | +53.8% | +63.2% | +75.2% |
| All | +116.9% | +54.4% | +62.5% | +75.2% |
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