+816.6%
RIOT vs LH
+237.3%
+579.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.1% |
| 7D | +18.4% | -3.2% | +21.6% | +21.0% |
| 30D | +13.8% | +0.1% | +13.6% | +13.8% |
| 3M | -12.7% | +18.6% | -31.4% | -22.6% |
| 6M | +50.1% | +17.9% | +32.2% | +33.6% |
| YTD | +74.2% | +28.9% | +45.3% | +45.4% |
| 1Y | +45.1% | +16.6% | +28.5% | +29.0% |
| 3Y | +101.6% | +63.6% | +38.0% | +41.7% |
| 5Y | -29.6% | +30.0% | -59.6% | -42.6% |
| 10Y | +528.1% | +191.9% | +336.2% | +232.6% |
| All | +816.6% | +237.3% | +579.3% | +451.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling