+1,079.1%
LITE vs RDDT
+114.4%
+964.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.0% | +4.7% | +9.3% |
| 7D | -12.9% | +10.8% | -23.7% | -14.7% |
| 30D | -46.0% | -37.0% | -9.0% | -40.5% |
| 3M | -33.0% | -37.7% | +4.6% | -26.6% |
| 6M | -34.0% | -35.3% | +1.3% | -30.2% |
| YTD | +61.7% | -56.2% | +117.9% | +86.0% |
| 1Y | +148.3% | -48.2% | +196.5% | +172.4% |
| All | +1,079.1% | +114.4% | +964.7% | +876.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 all: compounded portfolio wealth divided by compounded RDDT 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…
all analysis · Full analysis span regression · 6 months rolling