+1,408.5%
LITE vs RIG
-23.7%
+1,432.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.3% | +12.0% | +11.1% |
| 7D | -12.9% | -17.0% | +4.1% | -7.5% |
| 30D | -46.0% | -6.2% | -39.8% | -44.3% |
| 3M | -33.0% | -1.7% | -31.3% | -32.8% |
| 6M | -34.0% | -19.2% | -14.8% | -30.3% |
| YTD | +61.7% | +25.2% | +36.6% | +45.7% |
| 1Y | +148.3% | +29.9% | +118.4% | +122.6% |
| 3Y | +1,408.5% | -21.3% | +1,429.8% | +1,343.6% |
| All | +1,408.5% | -23.7% | +1,432.2% | +1,343.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling