+156.7%
LITE vs RIO
+27.0%
+129.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.2% | +10.2% |
| 7D | +3.4% | +0.5% | +2.9% | +3.5% |
| 30D | -34.9% | -9.9% | -25.0% | -27.7% |
| 3M | -21.0% | -14.0% | -7.0% | -8.5% |
| 6M | -38.5% | -19.5% | -18.9% | -24.2% |
| YTD | +75.8% | +11.5% | +64.3% | +60.9% |
| 1Y | +156.7% | +26.9% | +129.7% | +100.8% |
| All | +156.7% | +27.0% | +129.6% | +100.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling