+2,898.2%
LITE vs RIG
-61.7%
+2,959.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.4% | -12.3% | -17.7% |
| 7D | -44.6% | -23.8% | -20.8% | -42.0% |
| 30D | -55.0% | -5.6% | -49.5% | -54.5% |
| 3M | -38.3% | -0.8% | -37.5% | -38.3% |
| 6M | -48.8% | -18.4% | -30.4% | -47.4% |
| YTD | +38.3% | +23.5% | +14.8% | +32.8% |
| 1Y | +119.0% | +30.8% | +88.2% | +109.2% |
| 3Y | +1,092.0% | -25.4% | +1,117.4% | +1,087.6% |
| 5Y | +446.1% | +42.5% | +403.6% | +378.2% |
| 10Y | +1,381.7% | -47.3% | +1,428.9% | +1,103.9% |
| All | +2,898.2% | -61.7% | +2,959.9% | +2,336.6% |
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 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