+232.7%
LITE vs RIG
+43.0%
+189.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -7.6% | -0.2% | -5.4% |
| 7D | -31.4% | -18.8% | -12.6% | -26.4% |
| 30D | -42.6% | -1.1% | -41.5% | -41.3% |
| 3M | -26.2% | +4.4% | -30.6% | -27.1% |
| 6M | -35.8% | -20.8% | -15.0% | -31.4% |
| YTD | +70.0% | +32.0% | +38.1% | +16.8% |
| 1Y | +232.7% | +39.7% | +193.0% | +110.7% |
| All | +232.7% | +43.0% | +189.7% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling