-9.3%
LHX vs RIO
+29.3%
-38.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.6% | -10.1% | -6.5% |
| 7D | -0.3% | -1.6% | +1.3% | -0.2% |
| 30D | +9.7% | -11.6% | +21.2% | +10.6% |
| 3M | -8.5% | -12.7% | +4.2% | -7.8% |
| 6M | -15.1% | -12.4% | -2.7% | -14.6% |
| YTD | -10.4% | +11.0% | -21.4% | -14.1% |
| 1Y | -9.3% | +30.8% | -40.1% | -15.5% |
| All | -9.3% | +29.3% | -38.6% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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