+146.1%
LITE vs RTX
+12.7%
+133.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.2% | -3.4% |
| 7D | +22.6% | +3.4% | +19.2% | +22.0% |
| 30D | -36.8% | +8.4% | -45.2% | -36.8% |
| 3M | -33.0% | -10.7% | -22.4% | -32.3% |
| 6M | -37.1% | +11.7% | -48.8% | -39.6% |
| YTD | +69.5% | +9.3% | +60.1% | +50.7% |
| 1Y | +146.1% | +13.3% | +132.8% | +105.0% |
| All | +146.1% | +12.7% | +133.4% | +105.0% |
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