+2,229.3%
LITE vs RBRK
+137.4%
+2,091.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.2% | +13.2% | +11.6% |
| 7D | +12.6% | +3.7% | +9.0% | +11.3% |
| 30D | +9.9% | +1.7% | +8.2% | +8.0% |
| 3M | +9.3% | +27.7% | -18.5% | +0.1% |
| 6M | +75.2% | +60.3% | +15.0% | +46.6% |
| YTD | +165.5% | +19.8% | +145.7% | +144.5% |
| 1Y | +555.0% | -4.2% | +559.1% | +544.3% |
| All | +2,229.3% | +137.4% | +2,091.9% | +1,485.9% |
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