+2,127.3%
LITE vs RBRK
+130.3%
+1,997.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +10.4% | -3.5% | +13.9% | +11.4% |
| 30D | +14.0% | -8.3% | +22.3% | +15.8% |
| 3M | +9.7% | +24.7% | -15.0% | +1.1% |
| 6M | +39.2% | +58.9% | -19.7% | +16.6% |
| YTD | +153.9% | +16.3% | +137.6% | +135.7% |
| 1Y | +467.5% | +10.1% | +457.4% | +435.2% |
| All | +2,127.3% | +130.3% | +1,997.0% | +1,428.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling