+167.9%
RVMD vs LTH
+77.7%
+90.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -2.0% |
| 7D | -0.7% | -4.6% | +3.9% | -0.3% |
| 30D | -6.4% | +14.8% | -21.2% | -7.8% |
| 3M | -14.1% | +3.9% | -18.0% | -14.5% |
| 6M | +21.0% | +35.5% | -14.5% | +17.1% |
| YTD | +121.4% | +71.3% | +50.1% | +109.4% |
| 1Y | +167.9% | +75.7% | +92.2% | +151.0% |
| All | +167.9% | +77.7% | +90.2% | +151.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling