+12.9%
RRX vs LH
+14.9%
-2.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.2% |
| 7D | -0.3% | -4.7% | +4.3% | +1.3% |
| 30D | -6.1% | -3.5% | -2.7% | -5.1% |
| 3M | -23.1% | +17.7% | -40.7% | -28.1% |
| 6M | -19.5% | +15.8% | -35.3% | -24.1% |
| YTD | +16.1% | +25.1% | -9.0% | +8.6% |
| 1Y | +12.9% | +12.5% | +0.4% | +7.6% |
| All | +12.9% | +14.9% | -2.0% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling