+446.1%
LITE vs RCL
+256.9%
+189.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.1% | -15.5% | -17.5% |
| 7D | -44.6% | +3.9% | -48.5% | -45.6% |
| 30D | -55.0% | +11.8% | -66.8% | -57.0% |
| 3M | -38.3% | -0.8% | -37.5% | -38.5% |
| 6M | -48.8% | +23.6% | -72.4% | -53.6% |
| YTD | +38.3% | +17.6% | +20.7% | +25.3% |
| 1Y | +119.0% | +28.3% | +90.7% | +91.5% |
| 3Y | +1,092.0% | +261.4% | +830.6% | +652.3% |
| 5Y | +446.1% | +245.3% | +200.7% | +239.0% |
| All | +446.1% | +256.9% | +189.2% | +239.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling