+1,493.1%
LITE vs RIG
-46.1%
+1,539.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.6% | -5.2% |
| 7D | +10.8% | +5.7% | +5.0% | +9.7% |
| 30D | -33.4% | -0.7% | -32.7% | -33.1% |
| 3M | -32.2% | -3.1% | -29.1% | -31.9% |
| 6M | -42.1% | -16.3% | -25.8% | -40.7% |
| YTD | +61.9% | +34.1% | +27.7% | +52.7% |
| 1Y | +163.0% | +38.2% | +124.8% | +147.7% |
| 3Y | +1,358.0% | -15.3% | +1,373.3% | +1,322.7% |
| 5Y | +549.9% | +62.5% | +487.4% | +449.8% |
| All | +1,493.1% | -46.1% | +1,539.2% | +1,318.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling