+129.4%
LITE vs RSG
+22.8%
+106.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.6% |
| 7D | -12.9% | +0.3% | -13.2% | -11.5% |
| 30D | -46.0% | +13.8% | -59.8% | -29.7% |
| 3M | -33.0% | +15.4% | -48.4% | -9.9% |
| 6M | -34.0% | +24.1% | -58.2% | -0.4% |
| YTD | +61.7% | +17.8% | +43.9% | +144.7% |
| All | +129.4% | +22.8% | +106.6% | +266.2% |
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