+48.7%
RIG vs LTH
+152.0%
-103.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | -8.2% | -4.0% | -4.2% | -7.5% |
| 30D | -0.2% | -1.7% | +1.5% | +0.1% |
| 3M | -2.7% | +28.0% | -30.7% | -8.0% |
| 6M | -7.5% | +54.1% | -61.5% | -16.7% |
| YTD | +38.3% | +57.1% | -18.8% | +23.8% |
| 1Y | +81.8% | +45.8% | +36.1% | +65.1% |
| 3Y | -30.2% | +157.6% | -187.8% | -47.4% |
| All | +48.7% | +152.0% | -103.3% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling