+1,533.3%
LITE vs RRC
+63.1%
+1,470.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.3% | +10.4% | +10.6% |
| 7D | -12.9% | -10.3% | -2.6% | -11.0% |
| 30D | -46.0% | +19.5% | -65.4% | -47.7% |
| 3M | -33.0% | +27.9% | -60.9% | -36.3% |
| 6M | -34.0% | +21.2% | -55.2% | -36.8% |
| YTD | +61.7% | +39.6% | +22.2% | +50.7% |
| 1Y | +148.3% | +31.3% | +117.0% | +133.9% |
| 3Y | +1,408.5% | +51.9% | +1,356.6% | +1,286.2% |
| 5Y | +546.2% | +110.2% | +436.0% | +442.8% |
| 10Y | +1,533.3% | +56.7% | +1,476.7% | +1,074.6% |
| All | +1,533.3% | +63.1% | +1,470.3% | +1,074.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling