+901.5%
LITE vs RL
+238.1%
+663.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.0% |
| 7D | -1.5% | -0.8% | -0.7% | -1.2% |
| 30D | +6.7% | -7.8% | +14.4% | +10.5% |
| 3M | -6.8% | -4.0% | -2.8% | -6.1% |
| 6M | +29.4% | -1.9% | +31.3% | +28.5% |
| YTD | +139.1% | -0.2% | +139.3% | +133.2% |
| 1Y | +521.0% | +10.7% | +510.3% | +475.8% |
| 3Y | +1,535.3% | +210.8% | +1,324.5% | +913.8% |
| All | +901.5% | +238.1% | +663.5% | +477.4% |
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