+462.2%
LITE vs RBRK
+5.6%
+456.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | +5.2% | -7.5% | +12.7% | +6.0% |
| 30D | -0.6% | -10.4% | +9.8% | +0.5% |
| 3M | +4.2% | +21.3% | -17.1% | +1.8% |
| 6M | +38.0% | +50.6% | -12.7% | +31.3% |
| YTD | +151.5% | +13.3% | +138.2% | +168.0% |
| 1Y | +462.2% | +11.2% | +451.0% | +525.3% |
| All | +462.2% | +5.6% | +456.7% | +525.3% |
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