+156.7%
LITE vs RTX
+14.2%
+142.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.2% | +10.6% |
| 7D | +3.4% | +1.4% | +2.0% | +3.1% |
| 30D | -34.9% | +7.8% | -42.7% | -35.0% |
| 3M | -21.0% | -9.8% | -11.2% | -20.3% |
| 6M | -38.5% | +13.5% | -52.0% | -41.1% |
| YTD | +75.8% | +10.9% | +64.9% | +56.4% |
| 1Y | +156.7% | +14.0% | +142.7% | +118.8% |
| All | +156.7% | +14.2% | +142.4% | +118.8% |
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