+1,568.0%
LITE vs RBA
+204.3%
+1,363.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.2% |
| 7D | +22.6% | -0.5% | +23.1% | +22.8% |
| 30D | -36.8% | +6.8% | -43.6% | -38.4% |
| 3M | -33.0% | +9.5% | -42.5% | -35.6% |
| 6M | -37.1% | -8.2% | -28.8% | -36.8% |
| YTD | +69.5% | -7.7% | +77.2% | +68.3% |
| 1Y | +146.1% | -6.9% | +153.0% | +143.6% |
| 3Y | +1,440.8% | +61.6% | +1,379.2% | +1,137.5% |
| 5Y | +580.4% | +44.7% | +535.7% | +450.4% |
| All | +1,568.0% | +204.3% | +1,363.7% | +905.0% |
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