+562.5%
LITE vs RTX
+146.7%
+415.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +10.8% | +4.8% | +6.0% | +9.0% |
| 30D | -33.4% | +6.5% | -39.9% | -34.8% |
| 3M | -32.2% | -9.6% | -22.6% | -29.7% |
| 6M | -42.1% | +12.3% | -54.4% | -45.7% |
| YTD | +61.9% | +9.5% | +52.4% | +53.0% |
| 1Y | +163.0% | +15.8% | +147.1% | +142.6% |
| 3Y | +1,358.0% | +157.0% | +1,201.0% | +881.6% |
| All | +562.5% | +146.7% | +415.8% | +344.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling