+1,103.8%
LITE vs RL
+244.8%
+859.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.3% | -11.3% | -14.2% |
| 7D | -44.6% | -4.7% | -39.9% | -42.7% |
| 30D | -55.0% | +3.6% | -58.6% | -55.8% |
| 3M | -38.3% | +0.5% | -38.9% | -38.8% |
| 6M | -48.8% | +6.6% | -55.4% | -51.9% |
| YTD | +38.3% | +8.8% | +29.4% | +26.6% |
| 1Y | +119.0% | +21.8% | +97.2% | +85.4% |
| All | +1,103.8% | +244.8% | +859.1% | +587.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling