+2,259.5%
LITE vs RNG
+234.2%
+2,025.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.9% | +7.9% | +4.9% |
| 7D | -1.5% | +5.8% | -7.3% | -3.0% |
| 30D | +6.7% | +19.6% | -13.0% | +1.5% |
| 3M | -6.8% | +67.0% | -73.8% | -20.5% |
| 6M | +29.4% | +88.4% | -58.9% | +4.7% |
| YTD | +139.1% | +155.5% | -16.4% | +71.6% |
| 1Y | +521.0% | +141.7% | +379.3% | +350.5% |
| 3Y | +1,535.3% | +131.1% | +1,404.2% | +1,051.4% |
| 5Y | +889.8% | -70.6% | +960.4% | +1,060.0% |
| All | +2,259.5% | +234.2% | +2,025.3% | +794.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling