+129.4%
LITE vs RRC
+28.5%
+100.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.3% | +10.4% | +10.7% |
| 7D | -12.9% | -10.3% | -2.6% | -11.8% |
| 30D | -46.0% | +19.5% | -65.4% | -45.2% |
| 3M | -33.0% | +27.9% | -60.9% | -32.8% |
| 6M | -34.0% | +21.2% | -55.2% | -32.6% |
| YTD | +61.7% | +39.6% | +22.2% | +60.0% |
| All | +129.4% | +28.5% | +100.9% | +137.1% |
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