+39.7%
RIG vs LTH
+84.0%
-44.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.3% | -14.0% | -6.9% |
| 7D | -18.8% | +9.9% | -28.6% | -17.9% |
| 30D | -1.1% | +18.3% | -19.4% | +0.7% |
| 3M | +4.4% | +5.9% | -1.5% | +5.3% |
| 6M | -20.8% | +80.3% | -101.1% | -17.8% |
| YTD | +32.0% | +78.3% | -46.3% | +35.9% |
| 1Y | +39.7% | +81.0% | -41.3% | +44.0% |
| All | +39.7% | +84.0% | -44.3% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling