+2,898.2%
LITE vs RBA
+348.5%
+2,549.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.3% | -18.3% | -18.6% |
| 7D | -44.6% | +7.3% | -51.9% | -45.8% |
| 30D | -55.0% | +16.9% | -72.0% | -57.2% |
| 3M | -38.3% | -0.5% | -37.8% | -38.8% |
| 6M | -48.8% | -10.4% | -38.3% | -48.1% |
| YTD | +38.3% | -7.2% | +45.5% | +37.3% |
| 1Y | +119.0% | -2.2% | +121.2% | +113.7% |
| 3Y | +1,092.0% | +43.7% | +1,048.3% | +922.8% |
| 5Y | +446.1% | +38.7% | +407.4% | +362.1% |
| 10Y | +1,381.7% | +231.7% | +1,150.0% | +874.1% |
| All | +2,898.2% | +348.5% | +2,549.7% | +1,819.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling