+1,321.8%
LITE vs RSP
+216.2%
+1,105.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.9% | -15.8% | -14.9% |
| 7D | -44.6% | -1.4% | -43.1% | -43.3% |
| 30D | -55.0% | +2.1% | -57.2% | -56.2% |
| 3M | -38.3% | -0.9% | -37.4% | -37.7% |
| 6M | -48.8% | +7.5% | -56.3% | -53.6% |
| YTD | +38.3% | +14.6% | +23.7% | +15.8% |
| 1Y | +119.0% | +17.6% | +101.4% | +78.4% |
| 3Y | +1,092.0% | +60.8% | +1,031.2% | +602.6% |
| 5Y | +446.1% | +46.1% | +399.9% | +262.1% |
| All | +1,321.8% | +216.2% | +1,105.6% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 10y: compounded portfolio wealth divided by compounded RSP 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…
10y analysis · Full analysis span regression · 6 months rolling