+446.1%
LITE vs RL
+232.3%
+213.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.3% | -11.3% | -14.8% |
| 7D | -44.6% | -4.7% | -39.9% | -43.0% |
| 30D | -55.0% | +3.6% | -58.6% | -55.7% |
| 3M | -38.3% | +0.5% | -38.9% | -38.7% |
| 6M | -48.8% | +6.6% | -55.4% | -51.4% |
| YTD | +38.3% | +8.8% | +29.4% | +28.9% |
| 1Y | +119.0% | +21.8% | +97.2% | +92.0% |
| 3Y | +1,092.0% | +245.8% | +846.2% | +580.5% |
| 5Y | +446.1% | +230.0% | +216.1% | +204.4% |
| All | +446.1% | +232.3% | +213.8% | +204.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling