+1,789.9%
LITE vs RIOT
+616.5%
+1,173.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.0% | -14.7% | -18.2% |
| 7D | -44.6% | +7.4% | -52.0% | -45.1% |
| 30D | -55.0% | -22.0% | -33.0% | -53.6% |
| 3M | -38.3% | -31.3% | -7.0% | -35.5% |
| 6M | -48.8% | -27.5% | -21.3% | -46.9% |
| YTD | +38.3% | +16.5% | +21.8% | +34.6% |
| 1Y | +119.0% | -22.2% | +141.2% | +122.7% |
| 3Y | +1,092.0% | +29.6% | +1,062.4% | +993.9% |
| 5Y | +446.1% | -53.1% | +499.2% | +402.7% |
| 10Y | +1,381.7% | +586.8% | +794.9% | +972.2% |
| All | +1,789.9% | +616.5% | +1,173.4% | +1,309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling