+1,402.3%
LITE vs RCL
+382.5%
+1,019.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.3% |
| 7D | -35.9% | +6.5% | -42.4% | -37.3% |
| 30D | -51.5% | +15.9% | -67.4% | -53.7% |
| 3M | -35.7% | +2.7% | -38.4% | -36.5% |
| 6M | -43.0% | +15.2% | -58.2% | -45.9% |
| YTD | +46.1% | +19.2% | +26.9% | +35.2% |
| 1Y | +124.7% | +31.6% | +93.1% | +101.9% |
| 3Y | +1,172.1% | +274.2% | +897.9% | +773.4% |
| 5Y | +477.0% | +250.1% | +226.9% | +282.9% |
| All | +1,402.3% | +382.5% | +1,019.9% | +717.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling