+546.2%
LITE vs RCL
+278.1%
+268.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +9.6% |
| 7D | -12.9% | +5.0% | -17.8% | -14.4% |
| 30D | -46.0% | +19.4% | -65.4% | -49.5% |
| 3M | -33.0% | +5.9% | -39.0% | -34.7% |
| 6M | -34.0% | +23.8% | -57.8% | -40.0% |
| YTD | +61.7% | +22.8% | +38.9% | +44.4% |
| 1Y | +148.3% | +34.3% | +114.0% | +113.8% |
| 3Y | +1,408.5% | +276.4% | +1,132.1% | +838.2% |
| 5Y | +546.2% | +281.6% | +264.6% | +295.6% |
| All | +546.2% | +278.1% | +268.0% | +295.6% |
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 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