+1,402.3%
LITE vs RJF
+367.7%
+1,034.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.3% |
| 7D | -35.9% | +3.6% | -39.5% | -37.5% |
| 30D | -51.5% | +3.5% | -55.1% | -52.8% |
| 3M | -35.7% | -8.9% | -26.8% | -33.2% |
| 6M | -43.0% | +2.9% | -45.8% | -45.4% |
| YTD | +46.1% | +2.8% | +43.3% | +37.8% |
| 1Y | +124.7% | +2.7% | +122.0% | +113.4% |
| 3Y | +1,172.1% | +69.3% | +1,102.8% | +825.5% |
| 5Y | +477.0% | +75.0% | +402.0% | +301.2% |
| All | +1,402.3% | +367.7% | +1,034.7% | +545.6% |
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