-30.0%
RIOT vs LTH
+186.8%
-216.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +18.9% | +0.3% | +18.7% | +18.6% |
| 30D | +11.0% | +17.7% | -6.7% | -0.2% |
| 3M | -9.7% | +8.5% | -18.2% | -15.1% |
| 6M | -27.9% | +46.9% | -74.8% | -45.4% |
| YTD | +44.3% | +78.8% | -34.5% | -3.9% |
| 1Y | +13.3% | +84.9% | -71.6% | -26.2% |
| 3Y | +76.4% | +246.4% | -169.9% | -27.7% |
| 5Y | -53.8% | +129.6% | -183.3% | -80.8% |
| All | -30.0% | +186.8% | -216.8% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling