+4,867.9%
RIO vs LH
+1,209.6%
+3,658.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.4% |
| 3M | -13.7% | +15.1% | -28.8% | -15.7% |
| 6M | -24.3% | +46.3% | -70.7% | -29.1% |
| YTD | +8.9% | +48.8% | -39.9% | +1.7% |
| 1Y | +22.7% | +39.7% | -17.0% | +15.8% |
| 3Y | +51.2% | +87.0% | -35.9% | +35.1% |
| 5Y | +88.1% | +53.0% | +35.1% | +72.7% |
| 10Y | +352.3% | +264.3% | +88.0% | +259.6% |
| All | +4,867.9% | +1,209.6% | +3,658.3% | +3,002.9% |
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