+901.5%
LITE vs RBA
+45.3%
+856.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | -1.5% | -2.9% | +1.4% | -0.7% |
| 30D | +6.7% | -12.3% | +19.0% | +10.6% |
| 3M | -6.8% | -20.5% | +13.8% | -1.5% |
| 6M | +29.4% | -18.5% | +48.0% | +35.5% |
| YTD | +139.1% | -18.2% | +157.3% | +147.1% |
| 1Y | +521.0% | -27.5% | +548.5% | +571.6% |
| 3Y | +1,535.3% | +38.1% | +1,497.2% | +1,291.3% |
| All | +901.5% | +45.3% | +856.3% | +716.8% |
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