+6,084.9%
RIO vs LH
+1,055.5%
+5,029.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | 0.0% | -2.5% | +2.4% | +0.4% |
| 30D | +4.0% | +4.3% | -0.4% | +3.3% |
| 3M | +0.1% | +25.5% | -25.4% | -3.6% |
| 6M | +12.7% | +17.0% | -4.2% | +9.7% |
| YTD | +35.6% | +31.3% | +4.3% | +29.4% |
| 1Y | +73.7% | +20.0% | +53.7% | +68.0% |
| 3Y | +93.3% | +63.9% | +29.4% | +76.7% |
| 5Y | +92.4% | +30.9% | +61.6% | +81.3% |
| 10Y | +606.9% | +191.4% | +415.6% | +481.2% |
| All | +6,084.9% | +1,055.5% | +5,029.3% | +3,847.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling