+129.4%
LITE vs RRX
+31.7%
+97.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.9% | +3.8% | +4.9% |
| 7D | -12.9% | +12.3% | -25.2% | -20.4% |
| 30D | -46.0% | +9.5% | -55.5% | -49.3% |
| 3M | -33.0% | +1.8% | -34.8% | -33.2% |
| 6M | -34.0% | -15.3% | -18.7% | -25.6% |
| YTD | +61.7% | +29.6% | +32.2% | +23.7% |
| All | +129.4% | +31.7% | +97.7% | +69.4% |
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