+444.0%
LITE vs RKT
-2.0%
+446.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.3% | -17.4% | -18.5% |
| 7D | -44.6% | +24.3% | -68.9% | -46.2% |
| 30D | -55.0% | +27.9% | -82.9% | -56.6% |
| 3M | -38.3% | +6.9% | -45.2% | -39.3% |
| 6M | -48.8% | +5.2% | -53.9% | -49.9% |
| YTD | +38.3% | -23.5% | +61.7% | +39.6% |
| 1Y | +119.0% | -9.1% | +128.1% | +116.1% |
| 3Y | +1,092.0% | +81.5% | +1,010.5% | +930.5% |
| 5Y | +446.1% | -2.0% | +448.1% | +379.7% |
| All | +444.0% | -2.0% | +446.0% | +367.4% |
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