+22.7%
RRX vs LTH
+156.3%
-133.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | +4.3% | +1.5% | +2.7% | +3.8% |
| 30D | -8.0% | -3.1% | -5.0% | -7.2% |
| 3M | -22.0% | +28.1% | -50.1% | -28.2% |
| 6M | -11.9% | +67.4% | -79.3% | -25.5% |
| YTD | +17.1% | +59.8% | -42.7% | +0.1% |
| 1Y | +14.9% | +45.6% | -30.7% | +0.8% |
| 3Y | +6.9% | +162.0% | -155.1% | -21.7% |
| All | +22.7% | +156.3% | -133.6% | -14.0% |
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