-17.8%
RIOT vs LTH
+150.5%
-168.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.5% |
| 7D | -1.5% | -4.0% | +2.5% | +1.0% |
| 30D | +5.7% | -5.3% | +11.0% | +9.0% |
| 3M | -17.9% | +19.0% | -36.9% | -28.1% |
| 6M | +45.0% | +55.8% | -10.8% | +6.6% |
| YTD | +69.5% | +56.1% | +13.3% | +23.8% |
| 1Y | +37.2% | +41.3% | -4.1% | +6.2% |
| 3Y | +111.7% | +156.6% | -44.9% | +4.5% |
| All | -17.8% | +150.5% | -168.3% | -60.0% |
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