+633.5%
RIOT vs LII
+193.2%
+440.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +4.2% |
| 7D | +49.2% | -1.2% | +50.3% | +50.1% |
| 30D | +4.6% | -2.0% | +6.5% | +3.8% |
| 3M | -13.9% | -20.2% | +6.3% | -1.3% |
| 6M | -26.7% | -32.5% | +5.9% | -7.0% |
| YTD | +39.4% | -27.4% | +66.8% | +66.2% |
| 1Y | +3.8% | -28.2% | +32.0% | +25.1% |
| 3Y | +73.0% | -7.2% | +80.2% | +68.1% |
| 5Y | -55.7% | +19.9% | -75.6% | -65.3% |
| 10Y | +685.8% | +168.6% | +517.2% | +332.3% |
| All | +633.5% | +193.2% | +440.2% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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