+5,083.9%
LITE vs RRX
+186.7%
+4,897.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | -1.5% | +3.4% | -5.0% | -3.5% |
| 30D | +6.7% | -11.1% | +17.8% | +14.6% |
| 3M | -6.8% | -23.7% | +17.0% | +9.1% |
| 6M | +29.4% | -22.0% | +51.4% | +49.2% |
| YTD | +139.1% | +16.5% | +122.6% | +119.0% |
| 1Y | +521.0% | +11.5% | +509.5% | +483.9% |
| 3Y | +1,535.3% | +1.5% | +1,533.8% | +1,457.6% |
| 5Y | +889.8% | +18.3% | +871.6% | +737.7% |
| 10Y | +2,400.7% | +209.8% | +2,190.9% | +1,131.9% |
| All | +5,083.9% | +186.7% | +4,897.1% | +2,251.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling