+19.6%
RRX vs LTH
+152.0%
-132.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.0% |
| 7D | -0.7% | -4.0% | +3.3% | +0.5% |
| 30D | -8.0% | -1.7% | -6.3% | -7.6% |
| 3M | -25.1% | +28.0% | -53.0% | -31.0% |
| 6M | -18.3% | +54.1% | -72.3% | -29.2% |
| YTD | +14.2% | +57.1% | -42.9% | -1.9% |
| 1Y | +13.0% | +45.8% | -32.7% | -0.8% |
| 3Y | +4.2% | +157.6% | -153.4% | -23.2% |
| All | +19.6% | +152.0% | -132.3% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling