+114.3%
RIO vs LTH
+160.9%
-46.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | 0.0% | -0.6% | +0.6% | 0.0% |
| 30D | +4.0% | -4.6% | +8.6% | +4.5% |
| 3M | +0.1% | +32.8% | -32.7% | -3.9% |
| 6M | +12.7% | +64.6% | -51.9% | +4.9% |
| YTD | +35.6% | +62.6% | -27.1% | +26.2% |
| 1Y | +73.7% | +49.9% | +23.7% | +63.1% |
| 3Y | +93.3% | +151.3% | -58.0% | +66.5% |
| All | +114.3% | +160.9% | -46.6% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling