+232.7%
LITE vs RTX
+14.1%
+218.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.6% | -5.2% | -8.0% |
| 7D | -31.4% | +1.3% | -32.7% | -31.3% |
| 30D | -42.6% | +7.6% | -50.2% | -42.4% |
| 3M | -26.2% | -8.6% | -17.6% | -25.6% |
| 6M | -35.8% | +15.6% | -51.4% | -39.3% |
| YTD | +70.0% | +9.4% | +60.7% | +57.0% |
| 1Y | +232.7% | +14.7% | +218.1% | +186.8% |
| All | +232.7% | +14.1% | +218.7% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 1y: compounded portfolio wealth divided by compounded RTX 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…
1y analysis · Full analysis span regression · 6 months rolling