+490.8%
LITE vs RRC
+110.6%
+380.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.4% |
| 7D | -35.9% | -10.8% | -25.1% | -34.0% |
| 30D | -51.5% | +22.3% | -73.8% | -53.8% |
| 3M | -35.7% | +26.6% | -62.4% | -39.6% |
| 6M | -43.0% | +18.9% | -61.9% | -45.7% |
| YTD | +46.1% | +39.2% | +6.9% | +33.0% |
| 1Y | +124.7% | +34.0% | +90.8% | +106.6% |
| 3Y | +1,172.1% | +42.0% | +1,130.0% | +1,054.7% |
| All | +490.8% | +110.6% | +380.2% | +393.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling