+593.6%
LITE vs RNG
-71.9%
+665.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.8% |
| 7D | +22.6% | +2.3% | +20.3% | +22.0% |
| 30D | -36.8% | -3.4% | -33.4% | -36.0% |
| 3M | -33.0% | +20.9% | -53.9% | -35.5% |
| 6M | -37.1% | +82.2% | -119.3% | -45.7% |
| YTD | +69.5% | +164.6% | -95.2% | +27.9% |
| 1Y | +146.1% | +177.0% | -30.9% | +83.1% |
| 3Y | +1,440.8% | +177.4% | +1,263.4% | +1,003.5% |
| All | +593.6% | -71.9% | +665.5% | +635.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling