+232.7%
LITE vs RRX
+30.0%
+202.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.6% | -4.2% | -5.0% |
| 7D | -31.4% | +7.6% | -39.1% | -36.0% |
| 30D | -42.6% | +7.5% | -50.1% | -45.8% |
| 3M | -26.2% | -21.0% | -5.2% | -12.9% |
| 6M | -35.8% | -18.1% | -17.7% | -27.1% |
| YTD | +70.0% | +24.3% | +45.8% | +32.7% |
| 1Y | +232.7% | +29.3% | +203.4% | +152.3% |
| All | +232.7% | +30.0% | +202.7% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling