+555.0%
LITE vs RRX
+13.4%
+541.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.5% | +10.5% | +10.6% |
| 7D | +12.6% | +4.3% | +8.3% | +9.0% |
| 30D | +9.9% | -8.0% | +17.9% | +17.7% |
| 3M | +9.3% | -22.0% | +31.3% | +30.4% |
| 6M | +75.2% | -11.9% | +87.1% | +86.3% |
| YTD | +165.5% | +17.1% | +148.4% | +123.1% |
| 1Y | +555.0% | +14.9% | +540.1% | +459.0% |
| All | +555.0% | +13.4% | +541.6% | +459.0% |
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