-15.5%
RIOT vs LTH
+152.0%
-167.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | +0.2% |
| 7D | +18.4% | -4.0% | +22.4% | +21.4% |
| 30D | +13.8% | -1.7% | +15.4% | +14.6% |
| 3M | -12.7% | +28.0% | -40.7% | -27.1% |
| 6M | +50.1% | +54.1% | -3.9% | +11.1% |
| YTD | +74.2% | +57.1% | +17.1% | +26.8% |
| 1Y | +45.1% | +45.8% | -0.7% | +9.9% |
| 3Y | +101.6% | +157.6% | -56.0% | -0.7% |
| All | -15.5% | +152.0% | -167.5% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling