+5,083.9%
LITE vs RIG
-56.0%
+5,139.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.8% | +6.8% | +4.4% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | +6.7% | +13.8% | -7.2% | +4.4% |
| 3M | -6.8% | -6.4% | -0.4% | -6.0% |
| 6M | +29.4% | -8.2% | +37.6% | +30.2% |
| YTD | +139.1% | +41.6% | +97.4% | +124.6% |
| 1Y | +521.0% | +88.7% | +432.3% | +459.9% |
| 3Y | +1,535.3% | -30.9% | +1,566.1% | +1,535.1% |
| 5Y | +889.8% | +57.7% | +832.2% | +748.4% |
| 10Y | +2,400.7% | -39.3% | +2,440.0% | +1,889.9% |
| All | +5,083.9% | -56.0% | +5,139.9% | +4,022.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling