+1,499.9%
LITE vs RTX
+270.4%
+1,229.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.7% |
| 7D | -13.9% | -1.7% | -12.2% | -12.9% |
| 30D | -46.9% | +7.7% | -54.6% | -48.7% |
| 3M | -28.0% | -10.3% | -17.7% | -24.6% |
| 6M | -35.2% | +14.6% | -49.8% | -40.4% |
| YTD | +58.9% | +10.4% | +48.5% | +48.0% |
| 1Y | +125.3% | +13.5% | +111.8% | +107.8% |
| 3Y | +1,344.4% | +158.6% | +1,185.8% | +789.6% |
| 5Y | +541.2% | +147.3% | +393.9% | +292.6% |
| All | +1,499.9% | +270.4% | +1,229.5% | +783.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling