+840.6%
LITE vs RKT
-7.0%
+847.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.1% |
| 7D | -1.5% | +2.1% | -3.6% | -1.8% |
| 30D | +6.7% | +1.4% | +5.2% | +6.2% |
| 3M | -6.8% | +6.3% | -13.0% | -8.3% |
| 6M | +29.4% | -15.5% | +44.9% | +30.9% |
| YTD | +139.1% | -27.4% | +166.5% | +144.1% |
| 1Y | +521.0% | -26.6% | +547.6% | +531.9% |
| 3Y | +1,535.3% | +41.2% | +1,494.1% | +1,361.8% |
| 5Y | +889.8% | -6.4% | +896.3% | +778.8% |
| All | +840.6% | -7.0% | +847.6% | +717.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 all: compounded portfolio wealth divided by compounded RKT 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…
all analysis · Full analysis span regression · 6 months rolling