+1,402.3%
LITE vs RNG
+256.7%
+1,145.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.5% | +6.4% |
| 7D | -35.9% | -11.3% | -24.6% | -33.8% |
| 30D | -51.5% | -5.7% | -45.8% | -50.6% |
| 3M | -35.7% | +16.8% | -52.5% | -38.4% |
| 6M | -43.0% | +58.5% | -101.4% | -51.0% |
| YTD | +46.1% | +151.3% | -105.2% | +5.4% |
| 1Y | +124.7% | +169.0% | -44.3% | +58.8% |
| 3Y | +1,172.1% | +156.9% | +1,015.1% | +771.4% |
| 5Y | +477.0% | -69.0% | +546.0% | +567.6% |
| All | +1,402.3% | +256.7% | +1,145.7% | +441.2% |
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