+22.1%
RRX vs LTH
+160.9%
-138.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +3.4% | -0.6% | +4.1% | +3.6% |
| 30D | -11.1% | -4.6% | -6.5% | -9.9% |
| 3M | -23.7% | +32.8% | -56.5% | -30.6% |
| 6M | -22.0% | +64.6% | -86.6% | -33.7% |
| YTD | +16.5% | +62.6% | -46.2% | -0.9% |
| 1Y | +11.5% | +49.9% | -38.4% | -3.0% |
| 3Y | +1.5% | +151.3% | -149.8% | -24.7% |
| All | +22.1% | +160.9% | -138.8% | -14.9% |
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