-20.3%
RIOT vs LNG
+42.0%
-62.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -6.2% | +15.8% | +6.2% |
| 7D | +6.4% | -1.9% | +8.3% | +6.2% |
| 30D | -20.4% | +6.2% | -26.7% | -16.6% |
| 3M | -28.7% | +13.7% | -42.5% | -22.3% |
| 6M | -17.7% | +7.5% | -25.2% | -10.2% |
| YTD | +21.3% | +51.3% | -30.0% | +4.3% |
| 1Y | -20.3% | +42.6% | -62.9% | -30.5% |
| All | -20.3% | +42.0% | -62.2% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 1y: compounded portfolio wealth divided by compounded LNG 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…
1y analysis · Full analysis span regression · 6 months rolling