+1,344.4%
LITE vs RBA
+51.9%
+1,292.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | -13.9% | +3.2% | -17.1% | -14.4% |
| 30D | -46.9% | +12.0% | -58.9% | -48.1% |
| 3M | -28.0% | +2.9% | -30.9% | -28.2% |
| 6M | -35.2% | -6.3% | -28.9% | -34.8% |
| YTD | +58.9% | -5.9% | +64.8% | +57.0% |
| 1Y | +125.3% | -3.9% | +129.2% | +120.5% |
| 3Y | +1,344.4% | +64.9% | +1,279.5% | +1,031.1% |
| All | +1,344.4% | +51.9% | +1,292.6% | +1,031.1% |
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