+1,402.3%
LITE vs RSP
+215.0%
+1,187.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +6.2% |
| 7D | -35.9% | -1.0% | -34.9% | -34.9% |
| 30D | -51.5% | +2.6% | -54.1% | -53.0% |
| 3M | -35.7% | -0.8% | -34.9% | -35.3% |
| 6M | -43.0% | +6.3% | -49.2% | -47.6% |
| YTD | +46.1% | +14.1% | +32.0% | +22.9% |
| 1Y | +124.7% | +18.0% | +106.7% | +82.3% |
| 3Y | +1,172.1% | +61.0% | +1,111.0% | +648.7% |
| 5Y | +477.0% | +45.6% | +431.4% | +284.5% |
| All | +1,402.3% | +215.0% | +1,187.4% | +276.7% |
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