+490.8%
LITE vs RIG
+44.4%
+446.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +2.9% | +5.1% |
| 7D | -35.9% | -24.5% | -11.4% | -31.5% |
| 30D | -51.5% | -2.8% | -48.7% | -50.9% |
| 3M | -35.7% | +1.6% | -37.3% | -36.0% |
| 6M | -43.0% | -15.9% | -27.1% | -41.1% |
| YTD | +46.1% | +26.9% | +19.2% | +36.5% |
| 1Y | +124.7% | +34.4% | +90.4% | +108.4% |
| 3Y | +1,172.1% | -21.2% | +1,193.3% | +1,114.8% |
| All | +490.8% | +44.4% | +446.5% | +410.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling