+163.0%
LITE vs RL
+15.3%
+147.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.0% |
| 7D | +10.8% | +2.6% | +8.2% | +9.6% |
| 30D | -33.4% | +2.9% | -36.4% | -33.5% |
| 3M | -32.2% | 0.0% | -32.2% | -31.6% |
| 6M | -42.1% | +17.1% | -59.2% | -46.5% |
| YTD | +61.9% | +10.1% | +51.7% | +48.7% |
| 1Y | +163.0% | +17.3% | +145.7% | +127.7% |
| All | +163.0% | +15.3% | +147.7% | +127.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling