+217.3%
RRX vs LH
+183.3%
+34.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +2.8% |
| 7D | -0.3% | -4.7% | +4.3% | +2.4% |
| 30D | -6.1% | -3.5% | -2.7% | -4.4% |
| 3M | -23.1% | +17.7% | -40.7% | -30.4% |
| 6M | -19.5% | +15.8% | -35.3% | -26.6% |
| YTD | +16.1% | +25.1% | -9.0% | +1.5% |
| 1Y | +12.9% | +12.5% | +0.4% | +4.3% |
| 3Y | +7.9% | +59.8% | -51.8% | -19.3% |
| 5Y | +19.1% | +27.1% | -8.0% | -0.7% |
| All | +217.3% | +183.3% | +34.0% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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