-31.7%
RIOT vs LTH
+174.8%
-206.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | +0.1% |
| 7D | +20.8% | -4.6% | +25.4% | +24.2% |
| 30D | +7.0% | +14.8% | -7.9% | -2.3% |
| 3M | -12.3% | +3.9% | -16.2% | -15.3% |
| 6M | -27.3% | +35.5% | -62.7% | -41.9% |
| YTD | +40.7% | +71.3% | -30.6% | -3.8% |
| 1Y | +15.3% | +75.7% | -60.4% | -22.5% |
| 3Y | +72.1% | +231.9% | -159.8% | -27.7% |
| 5Y | -59.7% | +130.5% | -190.1% | -82.5% |
| All | -31.7% | +174.8% | -206.6% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling