+5,083.9%
LITE vs RSG
+570.8%
+4,513.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.3% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | +6.7% | +7.6% | -0.9% | +4.4% |
| 3M | -6.8% | +7.4% | -14.2% | -9.8% |
| 6M | +29.4% | -3.3% | +32.7% | +29.4% |
| YTD | +139.1% | +6.0% | +133.1% | +129.9% |
| 1Y | +521.0% | -3.7% | +524.7% | +517.8% |
| 3Y | +1,535.3% | +59.1% | +1,476.2% | +1,168.8% |
| 5Y | +889.8% | +89.0% | +800.8% | +591.1% |
| 10Y | +2,400.7% | +412.5% | +1,988.2% | +1,130.6% |
| All | +5,083.9% | +570.8% | +4,513.0% | +2,232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling