+1,014.7%
LITE vs RDW
-9.6%
+1,024.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.7% | +5.8% | +1.9% |
| 7D | +13.6% | +3.6% | +10.0% | +13.0% |
| 30D | +21.6% | -18.4% | +40.0% | +26.0% |
| 3M | +20.3% | -32.1% | +52.4% | +27.4% |
| 6M | +54.4% | +10.9% | +43.5% | +46.0% |
| YTD | +168.3% | +40.8% | +127.5% | +135.7% |
| 1Y | +551.8% | +31.1% | +520.7% | +469.9% |
| 3Y | +1,891.5% | +245.2% | +1,646.3% | +1,303.2% |
| 5Y | +1,014.7% | -16.7% | +1,031.5% | +749.4% |
| All | +1,014.7% | -9.6% | +1,024.3% | +749.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling