+490.8%
LITE vs RBA
+37.7%
+453.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.0% |
| 7D | -35.9% | +4.3% | -40.2% | -36.8% |
| 30D | -51.5% | +16.3% | -67.8% | -53.7% |
| 3M | -35.7% | +1.3% | -37.0% | -36.3% |
| 6M | -43.0% | -11.1% | -31.9% | -42.0% |
| YTD | +46.1% | -8.5% | +54.6% | +45.5% |
| 1Y | +124.7% | -2.1% | +126.8% | +118.1% |
| 3Y | +1,172.1% | +44.6% | +1,127.5% | +969.3% |
| All | +490.8% | +37.7% | +453.1% | +358.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling