+490.8%
LITE vs RIOT
-50.8%
+541.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +13.2% | -7.5% | +2.6% |
| 7D | -35.9% | +30.4% | -66.4% | -40.0% |
| 30D | -51.5% | -9.9% | -41.7% | -50.5% |
| 3M | -35.7% | -21.2% | -14.5% | -32.6% |
| 6M | -43.0% | -29.5% | -13.5% | -38.9% |
| YTD | +46.1% | +31.9% | +14.2% | +33.9% |
| 1Y | +124.7% | -3.6% | +128.3% | +119.6% |
| 3Y | +1,172.1% | +51.8% | +1,120.3% | +923.9% |
| All | +490.8% | -50.8% | +541.6% | +380.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 5y: compounded portfolio wealth divided by compounded RIOT 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…
5y analysis · Full analysis span regression · 6 months rolling