+562.5%
LITE vs RJF
+81.1%
+481.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.9% |
| 7D | +10.8% | +3.6% | +7.2% | +8.7% |
| 30D | -33.4% | +7.2% | -40.7% | -36.3% |
| 3M | -32.2% | -6.5% | -25.7% | -30.2% |
| 6M | -42.1% | +10.3% | -52.4% | -46.9% |
| YTD | +61.9% | +6.5% | +55.4% | +48.6% |
| 1Y | +163.0% | +6.1% | +156.9% | +143.3% |
| 3Y | +1,358.0% | +74.9% | +1,283.1% | +913.0% |
| All | +562.5% | +81.1% | +481.4% | +346.5% |
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 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