+3,068.2%
LITE vs RSG
+646.0%
+2,422.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.9% |
| 7D | -35.9% | +1.2% | -37.1% | -36.2% |
| 30D | -51.5% | +14.2% | -65.7% | -53.2% |
| 3M | -35.7% | +18.2% | -53.9% | -38.8% |
| 6M | -43.0% | +24.4% | -67.3% | -47.4% |
| YTD | +46.1% | +17.9% | +28.2% | +36.3% |
| 1Y | +124.7% | +22.3% | +102.4% | +105.7% |
| 3Y | +1,172.1% | +65.1% | +1,106.9% | +890.7% |
| 5Y | +477.0% | +97.9% | +379.1% | +303.8% |
| 10Y | +1,465.7% | +464.6% | +1,001.0% | +651.8% |
| All | +3,068.2% | +646.0% | +2,422.2% | +1,283.0% |
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 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