+35.6%
RRX vs LTH
+174.8%
-139.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | 0.0% |
| 7D | +12.6% | -4.6% | +17.2% | +14.1% |
| 30D | +10.6% | +14.8% | -4.3% | +5.7% |
| 3M | +4.6% | +3.9% | +0.7% | +3.0% |
| 6M | -13.6% | +35.5% | -49.1% | -22.2% |
| YTD | +29.4% | +71.3% | -41.9% | +7.9% |
| 1Y | +31.9% | +75.7% | -43.8% | +9.2% |
| 3Y | +68.3% | +231.9% | -163.7% | +15.4% |
| 5Y | +13.2% | +130.5% | -117.2% | -22.5% |
| All | +35.6% | +174.8% | -139.2% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling