+1,408.5%
LITE vs RTX
+149.1%
+1,259.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.6% | +7.1% | +9.4% |
| 7D | -12.9% | -3.2% | -9.7% | -11.7% |
| 30D | -46.0% | +5.6% | -51.5% | -46.9% |
| 3M | -33.0% | -11.7% | -21.3% | -30.0% |
| 6M | -34.0% | +12.3% | -46.4% | -38.6% |
| YTD | +61.7% | +8.2% | +53.5% | +52.6% |
| 1Y | +148.3% | +12.6% | +135.7% | +129.8% |
| 3Y | +1,408.5% | +152.8% | +1,255.7% | +993.7% |
| All | +1,408.5% | +149.1% | +1,259.4% | +993.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling