+2,502.5%
LITE vs RSG
+415.1%
+2,087.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.5% | +11.2% |
| 7D | +12.6% | -0.7% | +13.4% | +12.8% |
| 30D | +9.9% | +3.3% | +6.6% | +8.7% |
| 3M | +9.3% | +8.5% | +0.8% | +5.3% |
| 6M | +75.2% | -3.5% | +78.8% | +75.2% |
| YTD | +165.5% | +5.5% | +160.0% | +155.2% |
| 1Y | +555.0% | -1.7% | +556.7% | +545.2% |
| 3Y | +1,870.5% | +56.9% | +1,813.6% | +1,417.1% |
| 5Y | +1,009.8% | +89.4% | +920.4% | +655.4% |
| 10Y | +2,502.5% | +412.5% | +2,090.0% | +1,093.3% |
| All | +2,502.5% | +415.1% | +2,087.4% | +1,093.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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