+1,426.5%
LITE vs RJF
+75.2%
+1,351.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +22.6% | +1.5% | +21.1% | +21.5% |
| 30D | -36.8% | +6.7% | -43.5% | -39.4% |
| 3M | -33.0% | -7.3% | -25.7% | -30.3% |
| 6M | -37.1% | +9.8% | -46.8% | -42.8% |
| YTD | +69.5% | +5.6% | +63.8% | +53.7% |
| 1Y | +146.1% | +2.3% | +143.8% | +132.1% |
| All | +1,426.5% | +75.2% | +1,351.3% | +765.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling