+1,172.1%
LITE vs RIO
+49.3%
+1,122.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.1% |
| 7D | -35.9% | +2.2% | -38.2% | -37.2% |
| 30D | -51.5% | -10.1% | -41.4% | -47.0% |
| 3M | -35.7% | -14.1% | -21.6% | -27.2% |
| 6M | -43.0% | -18.9% | -24.1% | -32.0% |
| YTD | +46.1% | +9.9% | +36.2% | +39.2% |
| 1Y | +124.7% | +27.0% | +97.7% | +93.6% |
| 3Y | +1,172.1% | +50.1% | +1,122.0% | +834.8% |
| All | +1,172.1% | +49.3% | +1,122.7% | +834.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling