+222.0%
LHX vs RIO
+608.6%
-386.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -4.3% | -3.2% | -1.0% | -3.6% |
| 30D | -15.1% | +0.9% | -16.1% | -15.4% |
| 3M | -21.0% | -1.4% | -19.5% | -21.0% |
| 6M | -32.0% | +10.9% | -42.9% | -34.1% |
| YTD | -15.3% | +31.2% | -46.5% | -21.4% |
| 1Y | -11.1% | +67.9% | -79.0% | -22.2% |
| 3Y | +54.0% | +88.8% | -34.8% | +28.9% |
| 5Y | +17.1% | +93.1% | -76.0% | -5.0% |
| All | +222.0% | +608.6% | -386.6% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling