+72,321.6%
ROST vs LH
+1,588.1%
+70,733.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.9% | +2.5% | -1.6% | +0.5% |
| 30D | +5.1% | +18.7% | -13.6% | +2.2% |
| 3M | -4.3% | +15.3% | -19.6% | -6.5% |
| 6M | +9.4% | +45.4% | -36.0% | +2.8% |
| YTD | +32.5% | +49.5% | -17.0% | +23.8% |
| 1Y | +46.9% | +41.4% | +5.5% | +38.5% |
| 3Y | +98.1% | +87.6% | +10.5% | +77.6% |
| 5Y | +116.9% | +53.8% | +63.2% | +99.7% |
| 10Y | +310.9% | +266.2% | +44.7% | +231.1% |
| All | +72,321.6% | +1,588.1% | +70,733.5% | +45,489.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling