+4,895.1%
RRX vs LH
+1,579.7%
+3,315.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +4.3% | +1.1% | +3.3% | +4.2% |
| 30D | +12.3% | +16.7% | -4.4% | +9.3% |
| 3M | +3.7% | +15.1% | -11.4% | +1.0% |
| 6M | -13.9% | +46.3% | -60.2% | -19.7% |
| YTD | +26.5% | +48.8% | -22.3% | +17.8% |
| 1Y | +29.3% | +39.7% | -10.4% | +21.8% |
| 3Y | +65.6% | +87.0% | -21.5% | +48.4% |
| 5Y | +10.6% | +53.0% | -42.4% | +2.3% |
| 10Y | +202.9% | +264.3% | -61.5% | +147.1% |
| All | +4,895.1% | +1,579.7% | +3,315.4% | +3,340.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling