+1,563.7%
LITE vs RRC
+31.1%
+1,532.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | -1.5% | +1.3% | -2.8% | -2.1% |
| 30D | +6.7% | +10.1% | -3.5% | +2.1% |
| 3M | -6.8% | +4.0% | -10.8% | -8.9% |
| 6M | +29.4% | +1.6% | +27.9% | +27.4% |
| YTD | +139.1% | +19.7% | +119.4% | +117.2% |
| 1Y | +521.0% | +21.4% | +499.6% | +455.4% |
| All | +1,563.7% | +31.1% | +1,532.6% | +1,412.6% |
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 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