+901.5%
LITE vs RNG
-70.5%
+972.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.9% | +7.9% | +4.7% |
| 7D | -1.5% | +5.8% | -7.3% | -2.7% |
| 30D | +6.7% | +19.6% | -13.0% | +2.7% |
| 3M | -6.8% | +67.0% | -73.8% | -17.5% |
| 6M | +29.4% | +88.4% | -58.9% | +9.6% |
| YTD | +139.1% | +155.5% | -16.4% | +82.5% |
| 1Y | +521.0% | +141.7% | +379.3% | +378.5% |
| 3Y | +1,535.3% | +131.1% | +1,404.2% | +1,125.5% |
| All | +901.5% | -70.5% | +972.1% | +921.0% |
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