+124.4%
ROST vs LTH
+156.3%
-31.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | +0.2% | +1.5% | -1.3% | -0.1% |
| 30D | -10.0% | -3.1% | -6.9% | -9.5% |
| 3M | +1.2% | +28.1% | -26.9% | -4.1% |
| 6M | +8.9% | +67.4% | -58.5% | -3.1% |
| YTD | +28.1% | +59.8% | -31.7% | +14.8% |
| 1Y | +53.0% | +45.6% | +7.4% | +39.6% |
| 3Y | +97.9% | +162.0% | -64.1% | +53.8% |
| All | +124.4% | +156.3% | -31.9% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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