+146.1%
LITE vs RRC
+35.0%
+111.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.5% |
| 7D | +22.6% | +2.5% | +20.0% | +22.2% |
| 30D | -36.8% | +21.1% | -57.9% | -36.5% |
| 3M | -33.0% | +28.4% | -61.4% | -32.9% |
| 6M | -37.1% | +26.5% | -63.5% | -36.1% |
| YTD | +69.5% | +47.0% | +22.4% | +64.8% |
| 1Y | +146.1% | +35.2% | +110.9% | +159.2% |
| All | +146.1% | +35.0% | +111.1% | +159.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling