+485.8%
RIOT vs LH
+183.3%
+302.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.5% |
| 7D | -1.5% | -4.7% | +3.2% | +1.8% |
| 30D | +5.7% | -3.5% | +9.1% | +8.4% |
| 3M | -17.9% | +17.7% | -35.6% | -26.8% |
| 6M | +45.0% | +15.8% | +29.2% | +30.5% |
| YTD | +69.5% | +25.1% | +44.4% | +44.3% |
| 1Y | +37.2% | +12.5% | +24.7% | +25.2% |
| 3Y | +111.7% | +59.8% | +52.0% | +50.8% |
| 5Y | -27.5% | +27.1% | -54.6% | -40.0% |
| All | +485.8% | +183.3% | +302.5% | +212.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling