+124.7%
LITE vs RIG
+34.0%
+90.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +2.9% | +4.6% |
| 7D | -35.9% | -24.5% | -11.4% | -29.2% |
| 30D | -51.5% | -2.8% | -48.7% | -49.8% |
| 3M | -35.7% | +1.6% | -37.3% | -35.6% |
| 6M | -43.0% | -15.9% | -27.1% | -40.1% |
| YTD | +46.1% | +26.9% | +19.2% | +0.6% |
| 1Y | +124.7% | +34.4% | +90.4% | +42.0% |
| All | +124.7% | +34.0% | +90.7% | +42.0% |
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