+5,083.9%
LITE vs RRC
+8.7%
+5,075.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.1% |
| 7D | -1.5% | +1.3% | -2.8% | -1.8% |
| 30D | +6.7% | +10.1% | -3.5% | +4.8% |
| 3M | -6.8% | +4.0% | -10.8% | -7.7% |
| 6M | +29.4% | +1.6% | +27.9% | +28.5% |
| YTD | +139.1% | +19.7% | +119.4% | +130.8% |
| 1Y | +521.0% | +21.4% | +499.6% | +497.2% |
| 3Y | +1,535.3% | +29.7% | +1,505.6% | +1,458.3% |
| 5Y | +889.8% | +153.9% | +736.0% | +733.0% |
| 10Y | +2,400.7% | +10.8% | +2,389.9% | +1,689.8% |
| All | +5,083.9% | +8.7% | +5,075.1% | +3,318.4% |
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