+1,563.7%
LITE vs RBA
+36.9%
+1,526.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | -1.5% | -2.9% | +1.4% | -0.8% |
| 30D | +6.7% | -12.3% | +19.0% | +10.3% |
| 3M | -6.8% | -20.5% | +13.8% | -2.2% |
| 6M | +29.4% | -18.5% | +48.0% | +34.6% |
| YTD | +139.1% | -18.2% | +157.3% | +144.1% |
| 1Y | +521.0% | -27.5% | +548.5% | +573.0% |
| All | +1,563.7% | +36.9% | +1,526.8% | +1,294.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling