+106.6%
RIOT vs LH
+56.3%
+50.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.4% | -0.7% | -2.1% |
| 7D | -0.9% | -7.4% | +6.5% | +4.4% |
| 30D | +3.5% | -4.6% | +8.1% | +7.0% |
| 3M | -13.0% | +14.5% | -27.5% | -20.5% |
| 6M | +43.1% | +14.8% | +28.3% | +30.3% |
| YTD | +65.4% | +23.3% | +42.1% | +42.5% |
| 1Y | +27.7% | +13.6% | +14.1% | +16.6% |
| All | +106.6% | +56.3% | +50.3% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling