-43.0%
LITE vs RNG
+54.0%
-97.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.5% | +5.3% |
| 7D | -35.9% | -11.3% | -24.6% | -37.3% |
| 30D | -51.5% | -5.7% | -45.8% | -51.7% |
| 3M | -35.7% | +16.8% | -52.5% | -30.9% |
| 6M | -43.0% | +58.5% | -101.4% | -30.8% |
| All | -43.0% | +54.0% | -97.0% | -30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling