+1,009.8%
LITE vs RGTI
+64.2%
+945.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.0% | +7.0% | +10.6% |
| 7D | +12.6% | +5.5% | +7.1% | +11.9% |
| 30D | +9.9% | -11.9% | +21.8% | +11.5% |
| 3M | +9.3% | -27.4% | +36.6% | +13.3% |
| 6M | +75.2% | -7.1% | +82.3% | +76.1% |
| YTD | +165.5% | -28.6% | +194.1% | +171.3% |
| 1Y | +555.0% | +4.4% | +550.6% | +538.0% |
| 3Y | +1,870.5% | +698.5% | +1,172.0% | +1,236.2% |
| 5Y | +1,009.8% | +64.2% | +945.7% | +682.2% |
| All | +1,009.8% | +64.2% | +945.7% | +682.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling