+521.0%
LITE vs RBRK
+6.4%
+514.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.9% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | +6.7% | +10.4% | -3.8% | +5.8% |
| 3M | -6.8% | +21.6% | -28.4% | -7.9% |
| 6M | +29.4% | +70.7% | -41.3% | +24.7% |
| YTD | +139.1% | +22.5% | +116.6% | +148.0% |
| 1Y | +521.0% | +8.2% | +512.8% | +551.0% |
| All | +521.0% | +6.4% | +514.6% | +551.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling