+1,103.8%
LITE vs RRC
+40.4%
+1,063.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.7% | -15.0% | -17.2% |
| 7D | -44.6% | -6.9% | -37.7% | -42.8% |
| 30D | -55.0% | +25.4% | -80.4% | -58.7% |
| 3M | -38.3% | +31.9% | -70.2% | -45.3% |
| 6M | -48.8% | +17.2% | -66.0% | -52.1% |
| YTD | +38.3% | +43.4% | -5.1% | +15.5% |
| 1Y | +119.0% | +36.7% | +82.3% | +87.3% |
| All | +1,103.8% | +40.4% | +1,063.4% | +995.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling