+576.8%
LITE vs RGTI
+4.3%
+572.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.0% | +3.4% | -2.7% |
| 7D | +22.6% | +4.9% | +17.7% | +21.6% |
| 30D | -36.8% | -19.2% | -17.6% | -35.0% |
| 3M | -33.0% | -43.9% | +10.9% | -28.3% |
| 6M | -37.1% | -45.8% | +8.8% | -32.5% |
| YTD | +69.5% | -53.4% | +122.8% | +82.3% |
| 1Y | +146.1% | -63.5% | +209.6% | +171.0% |
| 3Y | +1,440.8% | +964.9% | +475.9% | +940.5% |
| 5Y | +580.4% | -2.1% | +582.5% | +415.6% |
| All | +576.8% | +4.3% | +572.4% | +365.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 10y: compounded portfolio wealth divided by compounded RGTI 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…
10y analysis · Full analysis span regression · 6 months rolling