+602.1%
LITE vs RGTI
+12.2%
+589.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -8.6% | +19.2% | +11.7% |
| 7D | +3.4% | -0.9% | +4.3% | +3.5% |
| 30D | -34.9% | -16.2% | -18.7% | -33.4% |
| 3M | -21.0% | -38.6% | +17.6% | -16.3% |
| 6M | -38.5% | -45.8% | +7.4% | -34.1% |
| YTD | +75.8% | -49.8% | +125.7% | +87.5% |
| 1Y | +156.7% | -64.6% | +221.3% | +182.6% |
| 3Y | +1,498.6% | +1,045.4% | +453.2% | +969.8% |
| 5Y | +610.9% | +6.7% | +604.2% | +432.4% |
| All | +602.1% | +12.2% | +589.9% | +378.8% |
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