+1,533.3%
LITE vs RBA
+236.6%
+1,296.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +10.0% |
| 7D | -12.9% | +2.5% | -15.4% | -13.5% |
| 30D | -46.0% | +11.6% | -57.5% | -48.1% |
| 3M | -33.0% | +1.5% | -34.5% | -34.0% |
| 6M | -34.0% | -6.6% | -27.4% | -34.1% |
| YTD | +61.7% | -6.3% | +68.0% | +59.9% |
| 1Y | +148.3% | -4.0% | +152.2% | +143.3% |
| 3Y | +1,408.5% | +47.3% | +1,361.2% | +1,151.8% |
| 5Y | +546.2% | +47.7% | +498.5% | +420.7% |
| 10Y | +1,533.3% | +224.7% | +1,308.6% | +909.3% |
| All | +1,533.3% | +236.6% | +1,296.8% | +909.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling