+129.4%
LITE vs RNG
+169.5%
-40.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.7% | +10.8% |
| 7D | -12.9% | -6.2% | -6.7% | -13.4% |
| 30D | -46.0% | -8.0% | -37.9% | -46.4% |
| 3M | -33.0% | +15.7% | -48.7% | -30.9% |
| 6M | -34.0% | +60.3% | -94.4% | -28.4% |
| YTD | +61.7% | +153.8% | -92.0% | +72.3% |
| All | +129.4% | +169.5% | -40.1% | +120.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling