+729.5%
LITE vs RDW
-1.6%
+731.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.7% |
| 7D | -1.5% | -3.1% | +1.6% | -1.0% |
| 30D | +6.7% | -1.8% | +8.4% | +7.0% |
| 3M | -6.8% | -50.9% | +44.1% | +3.8% |
| 6M | +29.4% | +13.5% | +16.0% | +22.2% |
| YTD | +139.1% | +38.6% | +100.5% | +110.6% |
| 1Y | +521.0% | +28.3% | +492.7% | +444.8% |
| 3Y | +1,535.3% | +217.2% | +1,318.1% | +1,061.6% |
| 5Y | +889.8% | -14.0% | +903.8% | +643.7% |
| All | +729.5% | -1.6% | +731.1% | +496.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling