+51.2%
RIO vs LH
+86.5%
-35.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.9% | +1.1% | -2.0% | -1.1% |
| 30D | -9.1% | +16.7% | -25.8% | -11.7% |
| 3M | -13.7% | +15.1% | -28.8% | -15.9% |
| 6M | -24.3% | +46.3% | -70.7% | -29.5% |
| YTD | +8.9% | +48.8% | -39.9% | +0.9% |
| 1Y | +22.7% | +39.7% | -17.0% | +15.0% |
| 3Y | +51.2% | +87.0% | -35.9% | +29.7% |
| All | +51.2% | +86.5% | -35.3% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling