+3,068.2%
LITE vs RRX
+198.3%
+2,869.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +2.4% |
| 7D | -35.9% | +7.5% | -43.5% | -38.7% |
| 30D | -51.5% | +3.0% | -54.5% | -52.0% |
| 3M | -35.7% | -5.3% | -30.4% | -32.8% |
| 6M | -43.0% | -26.6% | -16.3% | -31.5% |
| YTD | +46.1% | +21.2% | +24.9% | +31.9% |
| 1Y | +124.7% | +25.9% | +98.8% | +99.1% |
| 3Y | +1,172.1% | +71.7% | +1,100.4% | +842.3% |
| 5Y | +477.0% | +7.8% | +469.3% | +419.7% |
| 10Y | +1,465.7% | +242.9% | +1,222.8% | +647.8% |
| All | +3,068.2% | +198.3% | +2,869.9% | +1,316.2% |
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