+562.5%
LITE vs RRC
+134.0%
+428.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.7% |
| 7D | +10.8% | +6.4% | +4.4% | +9.1% |
| 30D | -33.4% | +23.9% | -57.3% | -36.7% |
| 3M | -32.2% | +30.2% | -62.4% | -36.7% |
| 6M | -42.1% | +26.3% | -68.3% | -45.7% |
| YTD | +61.9% | +48.1% | +13.8% | +45.1% |
| 1Y | +163.0% | +37.7% | +125.3% | +140.2% |
| 3Y | +1,358.0% | +60.3% | +1,297.7% | +1,191.3% |
| All | +562.5% | +134.0% | +428.5% | +459.5% |
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