+542.4%
LITE vs RIO
+92.1%
+450.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -0.5% |
| 7D | -13.9% | +3.6% | -17.5% | -15.5% |
| 30D | -46.9% | -10.8% | -36.1% | -43.1% |
| 3M | -28.0% | -15.2% | -12.8% | -20.5% |
| 6M | -35.2% | -18.0% | -17.2% | -26.7% |
| YTD | +58.9% | +11.0% | +47.9% | +54.0% |
| 1Y | +125.3% | +26.4% | +99.0% | +105.6% |
| 3Y | +1,344.4% | +54.4% | +1,290.1% | +1,097.3% |
| All | +542.4% | +92.1% | +450.3% | +411.1% |
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