-16.5%
RIOT vs LTH
+160.9%
-177.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.9% |
| 7D | +14.8% | -0.6% | +15.4% | +15.2% |
| 30D | +1.4% | -4.6% | +6.0% | +4.1% |
| 3M | -20.6% | +32.8% | -53.5% | -35.1% |
| 6M | +31.9% | +64.6% | -32.7% | -6.3% |
| YTD | +72.1% | +62.6% | +9.4% | +22.6% |
| 1Y | +65.7% | +49.9% | +15.7% | +23.2% |
| 3Y | +97.5% | +151.3% | -53.9% | -0.6% |
| All | -16.5% | +160.9% | -177.4% | -60.4% |
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