+552.8%
LITE vs RIOT
-57.1%
+609.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.7% | +5.0% | +9.3% |
| 7D | -12.9% | +49.2% | -62.0% | -21.2% |
| 30D | -46.0% | +4.6% | -50.6% | -46.6% |
| 3M | -33.0% | -13.9% | -19.1% | -31.1% |
| 6M | -34.0% | -26.7% | -7.4% | -29.9% |
| YTD | +61.7% | +39.4% | +22.4% | +46.4% |
| 1Y | +148.3% | +3.8% | +144.5% | +138.8% |
| 3Y | +1,408.5% | +73.0% | +1,335.5% | +1,084.9% |
| All | +552.8% | -57.1% | +609.8% | +419.4% |
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