+131.9%
LITE vs RNG
+171.6%
-39.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.7% |
| 7D | -13.9% | -6.0% | -7.9% | -14.4% |
| 30D | -46.9% | -7.4% | -39.6% | -47.3% |
| 3M | -28.0% | +14.6% | -42.6% | -25.8% |
| 6M | -35.2% | +61.5% | -96.7% | -29.6% |
| YTD | +58.9% | +155.7% | -96.8% | +69.4% |
| All | +131.9% | +171.6% | -39.6% | +125.6% |
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 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