+146.1%
LITE vs RBA
-5.6%
+151.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.9% |
| 7D | +22.6% | -0.5% | +23.1% | +22.3% |
| 30D | -36.8% | +6.8% | -43.6% | -35.5% |
| 3M | -33.0% | +9.5% | -42.5% | -31.0% |
| 6M | -37.1% | -8.2% | -28.8% | -36.0% |
| YTD | +69.5% | -7.7% | +77.2% | +66.8% |
| 1Y | +146.1% | -6.9% | +153.0% | +144.3% |
| All | +146.1% | -5.6% | +151.7% | +144.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling