+546.2%
LITE vs RSP
+48.7%
+497.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.4% | +7.2% |
| 7D | -12.9% | +0.4% | -13.3% | -12.8% |
| 30D | -46.0% | +3.7% | -49.7% | -48.7% |
| 3M | -33.0% | +0.8% | -33.8% | -33.9% |
| 6M | -34.0% | +9.1% | -43.1% | -42.7% |
| YTD | +61.7% | +16.7% | +45.0% | +26.8% |
| 1Y | +148.3% | +19.7% | +128.6% | +88.8% |
| 3Y | +1,408.5% | +66.7% | +1,341.8% | +681.8% |
| 5Y | +546.2% | +48.7% | +497.5% | +283.8% |
| All | +546.2% | +48.7% | +497.5% | +283.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling