+1,533.3%
LITE vs RL
+397.7%
+1,135.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.8% | +4.9% | +8.3% |
| 7D | -12.9% | +0.2% | -13.1% | -12.6% |
| 30D | -46.0% | +7.3% | -53.3% | -47.3% |
| 3M | -33.0% | +1.0% | -34.1% | -33.4% |
| 6M | -34.0% | +11.8% | -45.8% | -37.6% |
| YTD | +61.7% | +13.6% | +48.1% | +51.6% |
| 1Y | +148.3% | +24.0% | +124.2% | +125.1% |
| 3Y | +1,408.5% | +256.6% | +1,151.9% | +858.2% |
| 5Y | +546.2% | +240.2% | +306.0% | +305.5% |
| 10Y | +1,533.3% | +373.0% | +1,160.4% | +827.1% |
| All | +1,533.3% | +397.7% | +1,135.7% | +827.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling