+14,101.0%
TROW vs LH
+1,355.8%
+12,745.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.3% |
| 7D | -1.5% | -3.2% | +1.7% | -0.8% |
| 30D | -5.3% | +0.1% | -5.4% | -5.3% |
| 3M | +2.9% | +18.6% | -15.7% | -0.9% |
| 6M | +22.2% | +17.9% | +4.3% | +17.8% |
| YTD | +8.1% | +28.9% | -20.9% | +2.0% |
| 1Y | +5.8% | +16.6% | -10.8% | +1.9% |
| 3Y | +14.0% | +63.6% | -49.5% | +1.8% |
| 5Y | -38.3% | +30.0% | -68.3% | -42.1% |
| 10Y | +131.7% | +191.9% | -60.3% | +83.5% |
| All | +14,101.0% | +1,355.8% | +12,745.2% | +8,232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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