+2,898.2%
LITE vs RRC
+30.2%
+2,868.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.7% | -15.0% | -18.1% |
| 7D | -44.6% | -6.9% | -37.7% | -43.8% |
| 30D | -55.0% | +25.4% | -80.4% | -56.6% |
| 3M | -38.3% | +31.9% | -70.2% | -41.2% |
| 6M | -48.8% | +17.2% | -66.0% | -50.3% |
| YTD | +38.3% | +43.4% | -5.1% | +29.5% |
| 1Y | +119.0% | +36.7% | +82.3% | +106.6% |
| 3Y | +1,092.0% | +38.8% | +1,053.2% | +1,020.8% |
| 5Y | +446.1% | +118.3% | +327.8% | +368.0% |
| 10Y | +1,381.7% | +67.7% | +1,314.0% | +925.8% |
| All | +2,898.2% | +30.2% | +2,868.0% | +1,817.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling