+95.9%
RIO vs LEN
-26.2%
+122.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.0% | -3.4% | +4.3% | +1.7% |
| 30D | +4.0% | -5.7% | +9.7% | +5.2% |
| 3M | +4.5% | -12.2% | +16.8% | +7.1% |
| 6M | +17.3% | -18.3% | +35.6% | +21.5% |
| YTD | +36.2% | -20.2% | +56.4% | +41.1% |
| 1Y | +76.1% | -40.1% | +116.2% | +93.6% |
| All | +95.9% | -26.2% | +122.2% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 3y: compounded portfolio wealth divided by compounded LEN 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…
3y analysis · Full analysis span regression · 6 months rolling