+53.9%
RIG vs LTH
+143.1%
-89.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | -2.6% | +0.3% | -2.8% | -2.6% |
| 30D | -5.2% | +17.7% | -22.9% | -8.4% |
| 3M | -8.6% | +8.5% | -17.1% | -10.3% |
| 6M | -18.9% | +46.9% | -65.9% | -25.8% |
| YTD | +28.6% | +78.8% | -50.2% | +11.4% |
| 1Y | +25.5% | +84.9% | -59.4% | +7.8% |
| 3Y | -20.2% | +246.4% | -266.5% | -44.5% |
| 5Y | +53.9% | +129.6% | -75.7% | +10.5% |
| All | +53.9% | +143.1% | -89.2% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling