+1,321.8%
LITE vs RBA
+229.0%
+1,092.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.3% | -18.3% | -18.6% |
| 7D | -44.6% | +7.3% | -51.9% | -46.0% |
| 30D | -55.0% | +16.9% | -72.0% | -57.5% |
| 3M | -38.3% | -0.5% | -37.8% | -38.9% |
| 6M | -48.8% | -10.4% | -38.3% | -48.0% |
| YTD | +38.3% | -7.2% | +45.5% | +37.1% |
| 1Y | +119.0% | -2.2% | +121.2% | +112.8% |
| 3Y | +1,092.0% | +43.7% | +1,048.3% | +896.9% |
| 5Y | +446.1% | +38.7% | +407.4% | +349.9% |
| All | +1,321.8% | +229.0% | +1,092.8% | +774.9% |
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