+30.8%
RIO vs LTH
+84.0%
-53.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.3% | -2.7% | +2.9% |
| 7D | -1.6% | +9.9% | -11.4% | -2.6% |
| 30D | -11.6% | +18.3% | -29.9% | -13.2% |
| 3M | -12.7% | +5.9% | -18.7% | -13.2% |
| 6M | -12.4% | +80.3% | -92.7% | -20.3% |
| YTD | +11.0% | +78.3% | -67.3% | +1.3% |
| 1Y | +30.8% | +81.0% | -50.2% | +19.3% |
| All | +30.8% | +84.0% | -53.2% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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