+1,533.3%
LITE vs RRX
+238.3%
+1,295.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.9% | +3.8% | +6.3% |
| 7D | -12.9% | +12.3% | -25.2% | -18.7% |
| 30D | -46.0% | +9.5% | -55.5% | -48.5% |
| 3M | -33.0% | +1.8% | -34.8% | -32.9% |
| 6M | -34.0% | -15.3% | -18.7% | -26.6% |
| YTD | +61.7% | +29.6% | +32.2% | +39.1% |
| 1Y | +148.3% | +34.1% | +114.2% | +110.0% |
| 3Y | +1,408.5% | +74.0% | +1,334.5% | +979.6% |
| 5Y | +546.2% | +14.7% | +531.5% | +454.2% |
| 10Y | +1,533.3% | +229.4% | +1,303.9% | +684.3% |
| All | +1,533.3% | +238.3% | +1,295.0% | +684.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling