+124.0%
ROST vs LTH
+156.3%
-32.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | 0.0% | +1.5% | -1.5% | -0.3% |
| 30D | -10.2% | -3.1% | -7.1% | -9.7% |
| 3M | +1.0% | +28.1% | -27.1% | -4.2% |
| 6M | +8.7% | +67.4% | -58.7% | -3.3% |
| YTD | +27.8% | +59.8% | -32.0% | +14.6% |
| 1Y | +52.7% | +45.6% | +7.1% | +39.3% |
| 3Y | +97.5% | +162.0% | -64.5% | +53.5% |
| All | +124.0% | +156.3% | -32.3% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling