-48.8%
LITE vs RCL
+24.8%
-73.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.1% | -15.5% | -18.3% |
| 7D | -44.6% | +3.9% | -48.5% | -44.6% |
| 30D | -55.0% | +11.8% | -66.8% | -55.7% |
| 3M | -38.3% | -0.8% | -37.5% | -41.0% |
| 6M | -48.8% | +23.6% | -72.4% | -48.8% |
| All | -48.8% | +24.8% | -73.6% | -48.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling