+1,172.1%
LITE vs RCL
+266.4%
+905.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.0% |
| 7D | -35.9% | +6.5% | -42.4% | -38.2% |
| 30D | -51.5% | +15.9% | -67.4% | -55.0% |
| 3M | -35.7% | +2.7% | -38.4% | -37.0% |
| 6M | -43.0% | +15.2% | -58.2% | -48.0% |
| YTD | +46.1% | +19.2% | +26.9% | +25.1% |
| 1Y | +124.7% | +31.6% | +93.1% | +80.2% |
| 3Y | +1,172.1% | +274.2% | +897.9% | +369.4% |
| All | +1,172.1% | +266.4% | +905.7% | +369.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling