+1,172.1%
LITE vs RIG
-24.1%
+1,196.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +2.9% | +4.8% |
| 7D | -35.9% | -24.5% | -11.4% | -29.7% |
| 30D | -51.5% | -2.8% | -48.7% | -50.6% |
| 3M | -35.7% | +1.6% | -37.3% | -36.1% |
| 6M | -43.0% | -15.9% | -27.1% | -40.5% |
| YTD | +46.1% | +26.9% | +19.2% | +31.0% |
| 1Y | +124.7% | +34.4% | +90.4% | +99.3% |
| 3Y | +1,172.1% | -21.2% | +1,193.3% | +1,144.1% |
| All | +1,172.1% | -24.1% | +1,196.1% | +1,144.1% |
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