+1,103.8%
LITE vs RBA
+44.2%
+1,059.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.3% | -18.3% | -18.6% |
| 7D | -44.6% | +7.3% | -51.9% | -45.3% |
| 30D | -55.0% | +16.9% | -72.0% | -56.4% |
| 3M | -38.3% | -0.5% | -37.8% | -38.0% |
| 6M | -48.8% | -10.4% | -38.3% | -47.7% |
| YTD | +38.3% | -7.2% | +45.5% | +37.3% |
| 1Y | +119.0% | -2.2% | +121.2% | +112.6% |
| All | +1,103.8% | +44.2% | +1,059.6% | +937.6% |
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