-29.3%
RIOT vs LH
+23.7%
-53.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.4% | -0.7% | -1.3% |
| 7D | -0.9% | -7.4% | +6.5% | +5.7% |
| 30D | +3.5% | -4.6% | +8.1% | +7.9% |
| 3M | -13.0% | +14.5% | -27.5% | -22.9% |
| 6M | +43.1% | +14.8% | +28.3% | +26.3% |
| YTD | +65.4% | +23.3% | +42.1% | +36.2% |
| 1Y | +27.7% | +13.6% | +14.1% | +12.4% |
| 3Y | +91.3% | +56.3% | +35.0% | +21.3% |
| 5Y | -29.3% | +25.2% | -54.5% | -48.5% |
| All | -29.3% | +23.7% | -53.0% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling