+490.8%
LITE vs RIO
+94.1%
+396.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.3% |
| 7D | -35.9% | +2.2% | -38.2% | -36.8% |
| 30D | -51.5% | -10.1% | -41.4% | -48.3% |
| 3M | -35.7% | -14.1% | -21.6% | -29.7% |
| 6M | -43.0% | -18.9% | -24.1% | -35.2% |
| YTD | +46.1% | +9.9% | +36.2% | +42.3% |
| 1Y | +124.7% | +27.0% | +97.7% | +104.8% |
| 3Y | +1,172.1% | +50.1% | +1,122.0% | +967.9% |
| All | +490.8% | +94.1% | +396.7% | +375.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling