+136.1%
ROST vs LTH
+186.8%
-50.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | +6.8% | +17.7% | -10.9% | +3.3% |
| 3M | -4.0% | +8.5% | -12.5% | -5.7% |
| 6M | +12.9% | +46.9% | -34.0% | +3.8% |
| YTD | +34.7% | +78.8% | -44.0% | +17.9% |
| 1Y | +49.5% | +84.9% | -35.4% | +29.8% |
| 3Y | +101.5% | +246.4% | -144.9% | +48.2% |
| 5Y | +120.7% | +129.6% | -8.9% | +56.2% |
| All | +136.1% | +186.8% | -50.6% | +70.7% |
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