+901.5%
LITE vs RRC
+156.2%
+745.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | -1.5% | +1.3% | -2.8% | -1.9% |
| 30D | +6.7% | +10.1% | -3.5% | +4.0% |
| 3M | -6.8% | +4.0% | -10.8% | -8.1% |
| 6M | +29.4% | +1.6% | +27.9% | +28.2% |
| YTD | +139.1% | +19.7% | +119.4% | +126.9% |
| 1Y | +521.0% | +21.4% | +499.6% | +485.6% |
| 3Y | +1,535.3% | +29.7% | +1,505.6% | +1,431.3% |
| All | +901.5% | +156.2% | +745.3% | +735.5% |
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