+1,587.5%
LITE vs RIG
-49.1%
+1,636.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -13.9% | -12.2% | -1.7% | -11.9% |
| 30D | -46.9% | -6.0% | -40.9% | -46.1% |
| 3M | -28.0% | -9.4% | -18.6% | -26.8% |
| 6M | -35.2% | -19.1% | -16.1% | -33.3% |
| YTD | +58.9% | +25.4% | +33.4% | +51.6% |
| 1Y | +125.3% | +23.3% | +102.0% | +116.2% |
| 3Y | +1,344.4% | -22.1% | +1,366.5% | +1,328.5% |
| 5Y | +541.2% | +50.1% | +491.0% | +449.4% |
| 10Y | +1,587.5% | -50.7% | +1,638.2% | +1,473.7% |
| All | +1,587.5% | -49.1% | +1,636.6% | +1,473.7% |
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 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