+126.8%
ROST vs LTH
+180.7%
-54.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.8% |
| 7D | +0.3% | -1.3% | +1.5% | +0.5% |
| 30D | +0.5% | +15.7% | -15.2% | -2.5% |
| 3M | -5.2% | +5.0% | -10.2% | -6.3% |
| 6M | +9.8% | +37.7% | -27.8% | +2.4% |
| YTD | +29.4% | +75.0% | -45.6% | +13.7% |
| 1Y | +44.4% | +82.6% | -38.3% | +25.6% |
| 3Y | +95.0% | +241.3% | -146.3% | +43.8% |
| 5Y | +111.9% | +135.4% | -23.6% | +51.5% |
| All | +126.8% | +180.7% | -54.0% | +64.6% |
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