+1,402.3%
LITE vs RL
+356.1%
+1,046.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.0% | +6.2% |
| 7D | -35.9% | -4.2% | -31.8% | -34.7% |
| 30D | -51.5% | +4.3% | -55.8% | -52.2% |
| 3M | -35.7% | -4.6% | -31.1% | -34.7% |
| 6M | -43.0% | +1.7% | -44.7% | -44.0% |
| YTD | +46.1% | +7.3% | +38.8% | +39.9% |
| 1Y | +124.7% | +20.8% | +103.9% | +105.6% |
| 3Y | +1,172.1% | +247.0% | +925.1% | +718.1% |
| 5Y | +477.0% | +225.5% | +251.6% | +268.8% |
| All | +1,402.3% | +356.1% | +1,046.3% | +762.7% |
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