+50.3%
RIG vs LTH
+150.3%
-100.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -4.2% | -3.7% | -0.4% | -3.4% |
| 30D | -0.7% | -5.3% | +4.6% | +0.3% |
| 3M | -4.0% | +24.2% | -28.2% | -8.6% |
| 6M | -6.3% | +54.8% | -61.2% | -15.8% |
| YTD | +39.7% | +56.1% | -16.3% | +25.2% |
| 1Y | +78.1% | +45.5% | +32.5% | +61.7% |
| 3Y | -29.5% | +155.9% | -185.4% | -46.8% |
| All | +50.3% | +150.3% | -100.1% | +11.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling