+1,568.0%
LITE vs RRX
+207.5%
+1,360.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.9% |
| 7D | +22.6% | +12.6% | +9.9% | +14.1% |
| 30D | -36.8% | +10.6% | -47.3% | -40.1% |
| 3M | -33.0% | +4.6% | -37.7% | -34.0% |
| 6M | -37.1% | -13.6% | -23.4% | -30.7% |
| YTD | +69.5% | +29.4% | +40.1% | +46.0% |
| 1Y | +146.1% | +31.9% | +114.2% | +110.5% |
| 3Y | +1,440.8% | +68.3% | +1,372.6% | +1,023.1% |
| 5Y | +580.4% | +13.2% | +567.2% | +488.5% |
| All | +1,568.0% | +207.5% | +1,360.5% | +612.1% |
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