+1,587.5%
LITE vs RJF
+343.7%
+1,243.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -13.9% | +4.0% | -17.9% | -15.7% |
| 30D | -46.9% | +6.1% | -53.1% | -48.9% |
| 3M | -28.0% | -5.8% | -22.2% | -26.3% |
| 6M | -35.2% | +9.7% | -44.9% | -40.2% |
| YTD | +58.9% | +6.2% | +52.7% | +47.3% |
| 1Y | +125.3% | +5.3% | +120.0% | +111.3% |
| 3Y | +1,344.4% | +74.4% | +1,270.0% | +931.3% |
| 5Y | +541.2% | +81.6% | +459.6% | +335.6% |
| 10Y | +1,587.5% | +333.6% | +1,254.0% | +544.5% |
| All | +1,587.5% | +343.7% | +1,243.8% | +544.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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