+2,898.2%
LITE vs RL
+262.9%
+2,635.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.3% | -11.3% | -16.0% |
| 7D | -44.6% | -4.7% | -39.9% | -43.5% |
| 30D | -55.0% | +3.6% | -58.6% | -55.5% |
| 3M | -38.3% | +0.5% | -38.9% | -38.6% |
| 6M | -48.8% | +6.6% | -55.4% | -50.5% |
| YTD | +38.3% | +8.8% | +29.4% | +32.4% |
| 1Y | +119.0% | +21.8% | +97.2% | +101.8% |
| 3Y | +1,092.0% | +245.8% | +846.2% | +704.8% |
| 5Y | +446.1% | +230.0% | +216.1% | +265.1% |
| 10Y | +1,381.7% | +369.4% | +1,012.2% | +783.8% |
| All | +2,898.2% | +262.9% | +2,635.3% | +1,117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling