+1,370.5%
LITE vs RIO
+59.8%
+1,310.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.2% | +7.5% | +8.1% |
| 7D | -12.9% | +4.4% | -17.3% | -15.8% |
| 30D | -46.0% | -8.9% | -37.1% | -41.5% |
| 3M | -33.0% | -12.7% | -20.4% | -25.1% |
| 6M | -34.0% | -16.2% | -17.8% | -23.3% |
| YTD | +61.7% | +13.4% | +48.3% | +50.4% |
| 1Y | +148.3% | +30.9% | +117.4% | +109.1% |
| All | +1,370.5% | +59.8% | +1,310.8% | +940.5% |
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