-87.3%
RIVN vs LTH
+136.0%
-223.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.2% | -1.3% | -3.3% |
| 7D | -3.7% | -4.6% | +0.9% | -1.3% |
| 30D | -4.3% | +14.8% | -19.1% | -11.5% |
| 3M | -19.6% | +3.9% | -23.6% | -22.1% |
| 6M | -8.2% | +35.5% | -43.7% | -24.0% |
| YTD | -35.1% | +71.3% | -106.4% | -54.0% |
| 1Y | -26.9% | +75.7% | -102.6% | -49.1% |
| 3Y | -16.9% | +231.9% | -248.8% | -64.9% |
| 5Y | -90.2% | +130.5% | -220.6% | -95.4% |
| All | -87.3% | +136.0% | -223.3% | -94.1% |
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 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