+2,898.2%
LITE vs RIO
+391.2%
+2,507.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.7% | -17.0% | -17.9% |
| 7D | -44.6% | -0.1% | -44.5% | -44.6% |
| 30D | -55.0% | -13.3% | -41.8% | -52.0% |
| 3M | -38.3% | -16.3% | -22.0% | -33.2% |
| 6M | -48.8% | -15.4% | -33.3% | -44.4% |
| YTD | +38.3% | +9.2% | +29.1% | +35.2% |
| 1Y | +119.0% | +26.5% | +92.5% | +102.2% |
| 3Y | +1,092.0% | +49.9% | +1,042.1% | +927.9% |
| 5Y | +446.1% | +93.9% | +352.1% | +318.3% |
| 10Y | +1,381.7% | +422.3% | +959.4% | +796.3% |
| All | +2,898.2% | +391.2% | +2,507.0% | +1,471.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling