-43.0%
LITE vs RJF
+2.5%
-45.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +4.8% |
| 7D | -35.9% | +3.6% | -39.5% | -33.3% |
| 30D | -51.5% | +3.5% | -55.1% | -49.3% |
| 3M | -35.7% | -8.9% | -26.8% | -38.4% |
| 6M | -43.0% | +2.9% | -45.8% | -38.6% |
| All | -43.0% | +2.5% | -45.5% | -38.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling