+1,320.2%
LITE vs RBRK
+184.7%
+1,135.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.4% |
| 7D | +10.8% | +3.9% | +6.9% | +9.6% |
| 30D | -33.4% | -3.5% | -29.9% | -31.9% |
| 3M | -32.2% | +4.6% | -36.8% | -32.5% |
| 6M | -42.1% | +84.7% | -126.8% | -52.2% |
| YTD | +61.9% | +43.7% | +18.2% | +43.8% |
| 1Y | +163.0% | +55.8% | +107.2% | +124.9% |
| All | +1,320.2% | +184.7% | +1,135.5% | +832.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling