+7,594.6%
LHX vs RIO
+6,036.1%
+1,558.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.7% | +1.0% | -4.7% | -3.9% |
| 30D | -13.2% | +4.0% | -17.2% | -14.1% |
| 3M | -18.4% | +4.5% | -22.9% | -19.5% |
| 6M | -32.0% | +17.3% | -49.3% | -35.1% |
| YTD | -13.6% | +36.2% | -49.8% | -20.9% |
| 1Y | -6.0% | +76.1% | -82.1% | -19.4% |
| 3Y | +57.9% | +102.5% | -44.6% | +28.8% |
| 5Y | +19.2% | +103.5% | -84.3% | -5.3% |
| 10Y | +232.3% | +619.2% | -386.9% | +83.2% |
| All | +7,594.6% | +6,036.1% | +1,558.6% | +2,272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling