+854.8%
LITE vs RGTI
+53.5%
+801.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | -1.5% | -2.5% | +1.0% | -1.2% |
| 30D | +6.7% | -9.4% | +16.1% | +7.8% |
| 3M | -6.8% | -37.1% | +30.3% | -1.8% |
| 6M | +29.4% | -14.4% | +43.9% | +31.2% |
| YTD | +139.1% | -31.4% | +170.5% | +145.4% |
| 1Y | +521.0% | +0.5% | +520.5% | +507.4% |
| 3Y | +1,535.3% | +726.1% | +809.2% | +1,006.3% |
| 5Y | +889.8% | +56.2% | +833.6% | +614.7% |
| All | +854.8% | +53.5% | +801.2% | +526.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling