+30.8%
RIO vs LH
+44.2%
-13.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.9% | -0.3% | +3.0% |
| 7D | -1.6% | +2.1% | -3.7% | -1.9% |
| 30D | -11.6% | +19.2% | -30.8% | -14.2% |
| 3M | -12.7% | +18.0% | -30.7% | -15.0% |
| 6M | -12.4% | +46.1% | -58.5% | -17.6% |
| YTD | +11.0% | +47.7% | -36.7% | +3.5% |
| 1Y | +30.8% | +47.2% | -16.4% | +22.5% |
| All | +30.8% | +44.2% | -13.4% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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