+555.0%
LITE vs RSG
-2.3%
+557.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.5% | +10.2% |
| 7D | +12.6% | -0.7% | +13.4% | +11.4% |
| 30D | +9.9% | +3.3% | +6.6% | +16.9% |
| 3M | +9.3% | +8.5% | +0.8% | +26.7% |
| 6M | +75.2% | -3.5% | +78.8% | +80.9% |
| YTD | +165.5% | +5.5% | +160.0% | +213.3% |
| 1Y | +555.0% | -1.7% | +556.7% | +634.2% |
| All | +555.0% | -2.3% | +557.3% | +634.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling