+901.5%
LITE vs RJF
+106.8%
+794.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.9% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | +6.7% | -1.3% | +7.9% | +6.9% |
| 3M | -6.8% | +18.9% | -25.6% | -17.6% |
| 6M | +29.4% | +15.0% | +14.4% | +16.2% |
| YTD | +139.1% | +12.2% | +126.9% | +114.4% |
| 1Y | +521.0% | +5.6% | +515.4% | +481.2% |
| 3Y | +1,535.3% | +74.9% | +1,460.4% | +1,044.4% |
| All | +901.5% | +106.8% | +794.8% | +525.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling