+1,533.3%
LITE vs RIG
-46.5%
+1,579.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.3% | +12.0% | +10.9% |
| 7D | -12.9% | -17.0% | +4.1% | -10.0% |
| 30D | -46.0% | -6.2% | -39.8% | -45.2% |
| 3M | -33.0% | -1.7% | -31.3% | -33.0% |
| 6M | -34.0% | -19.2% | -14.8% | -32.0% |
| YTD | +61.7% | +25.2% | +36.6% | +54.4% |
| 1Y | +148.3% | +29.9% | +118.4% | +136.4% |
| 3Y | +1,408.5% | -21.3% | +1,429.8% | +1,389.9% |
| 5Y | +546.2% | +40.5% | +505.7% | +458.8% |
| 10Y | +1,533.3% | -49.6% | +1,582.9% | +1,416.3% |
| All | +1,533.3% | -46.5% | +1,579.8% | +1,416.3% |
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