+1,568.0%
LITE vs RIO
+356.2%
+1,211.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.5% |
| 7D | +22.6% | +0.1% | +22.4% | +22.7% |
| 30D | -36.8% | -10.5% | -26.3% | -32.5% |
| 3M | -33.0% | -15.9% | -17.1% | -25.9% |
| 6M | -37.1% | -22.3% | -14.8% | -27.0% |
| YTD | +69.5% | +9.3% | +60.2% | +64.1% |
| 1Y | +146.1% | +23.0% | +123.1% | +124.7% |
| 3Y | +1,440.8% | +52.1% | +1,388.8% | +1,156.6% |
| 5Y | +580.4% | +88.9% | +491.6% | +376.5% |
| All | +1,568.0% | +356.2% | +1,211.7% | +608.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling