+115.3%
RIO vs LTH
+152.0%
-36.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | +1.0% | -4.0% | +5.0% | +1.5% |
| 30D | +4.0% | -1.7% | +5.7% | +4.2% |
| 3M | +4.5% | +28.0% | -23.5% | +0.8% |
| 6M | +17.3% | +54.1% | -36.7% | +10.2% |
| YTD | +36.2% | +57.1% | -20.9% | +27.3% |
| 1Y | +76.1% | +45.8% | +30.4% | +66.0% |
| 3Y | +102.5% | +157.6% | -55.0% | +73.8% |
| All | +115.3% | +152.0% | -36.7% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling