-43.0%
LITE vs RSG
+22.7%
-65.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +3.1% |
| 7D | -35.9% | +1.2% | -37.1% | -33.1% |
| 30D | -51.5% | +14.2% | -65.7% | -30.3% |
| 3M | -35.7% | +18.2% | -53.9% | +0.4% |
| 6M | -43.0% | +24.4% | -67.3% | +3.8% |
| All | -43.0% | +22.7% | -65.7% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling