-32.9%
RIOT vs LTH
+180.7%
-213.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -3.1% |
| 7D | +4.8% | -1.3% | +6.1% | +5.6% |
| 30D | +16.0% | +15.7% | +0.4% | +5.6% |
| 3M | -8.8% | +5.0% | -13.8% | -12.5% |
| 6M | -29.7% | +37.7% | -67.4% | -44.4% |
| YTD | +38.3% | +75.0% | -36.7% | -6.7% |
| 1Y | +26.2% | +82.6% | -56.4% | -17.3% |
| 3Y | +79.0% | +241.3% | -162.3% | -26.1% |
| 5Y | -60.4% | +135.4% | -195.8% | -83.0% |
| All | -32.9% | +180.7% | -213.7% | -69.9% |
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 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