+94.9%
ROST vs LTH
+268.4%
-173.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.5% |
| 7D | +1.2% | +4.5% | -3.2% | +0.5% |
| 30D | +2.5% | +16.3% | -13.9% | 0.0% |
| 3M | -9.0% | +8.4% | -17.3% | -10.2% |
| 6M | +1.3% | +40.3% | -38.9% | -4.4% |
| YTD | +29.1% | +77.3% | -48.2% | +16.1% |
| 1Y | +45.4% | +88.0% | -42.5% | +29.4% |
| 3Y | +94.9% | +274.3% | -179.4% | +54.8% |
| All | +94.9% | +268.4% | -173.6% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling