+163.0%
LITE vs RDW
+29.0%
+133.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.7% | -0.8% | -3.4% |
| 7D | +10.8% | +7.2% | +3.6% | +8.9% |
| 30D | -33.4% | -10.3% | -23.1% | -31.0% |
| 3M | -32.2% | -41.4% | +9.2% | -23.1% |
| 6M | -42.1% | -32.5% | -9.5% | -39.0% |
| YTD | +61.9% | +1.7% | +60.2% | +37.0% |
| 1Y | +163.0% | +39.0% | +124.0% | +68.8% |
| All | +163.0% | +29.0% | +133.9% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling