+1,172.1%
LITE vs RSG
+66.7%
+1,105.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +4.9% |
| 7D | -35.9% | +1.2% | -37.1% | -35.1% |
| 30D | -51.5% | +14.2% | -65.7% | -46.3% |
| 3M | -35.7% | +18.2% | -53.9% | -27.4% |
| 6M | -43.0% | +24.4% | -67.3% | -34.6% |
| YTD | +46.1% | +17.9% | +28.2% | +66.1% |
| 1Y | +124.7% | +22.3% | +102.4% | +153.9% |
| 3Y | +1,172.1% | +65.1% | +1,106.9% | +1,401.0% |
| All | +1,172.1% | +66.7% | +1,105.4% | +1,401.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling