+1,493.1%
LITE vs RSP
+212.4%
+1,280.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.7% |
| 7D | +10.8% | +2.4% | +8.4% | +7.8% |
| 30D | -33.4% | +4.3% | -37.7% | -36.7% |
| 3M | -32.2% | -0.3% | -31.9% | -31.9% |
| 6M | -42.1% | +9.8% | -51.9% | -48.9% |
| YTD | +61.9% | +16.8% | +45.0% | +32.5% |
| 1Y | +163.0% | +19.5% | +143.5% | +110.1% |
| 3Y | +1,358.0% | +65.1% | +1,292.9% | +731.8% |
| 5Y | +549.9% | +48.7% | +501.2% | +322.2% |
| All | +1,493.1% | +212.4% | +1,280.7% | +261.5% |
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