+129.4%
LITE vs RL
+22.3%
+107.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.8% | +4.9% | +8.0% |
| 7D | -12.9% | +0.2% | -13.1% | -12.4% |
| 30D | -46.0% | +7.3% | -53.3% | -47.0% |
| 3M | -33.0% | +1.0% | -34.1% | -32.8% |
| 6M | -34.0% | +11.8% | -45.8% | -38.0% |
| YTD | +61.7% | +13.6% | +48.1% | +45.0% |
| All | +129.4% | +22.3% | +107.1% | +89.6% |
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