+490.8%
LITE vs RTX
+131.1%
+359.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.1% |
| 7D | -35.9% | -5.1% | -30.8% | -34.6% |
| 30D | -51.5% | +5.1% | -56.7% | -52.4% |
| 3M | -35.7% | -14.8% | -20.9% | -32.0% |
| 6M | -43.0% | +8.0% | -51.0% | -45.8% |
| YTD | +46.1% | +4.5% | +41.7% | +40.3% |
| 1Y | +124.7% | +9.8% | +114.9% | +111.5% |
| 3Y | +1,172.1% | +144.2% | +1,027.9% | +772.3% |
| All | +490.8% | +131.1% | +359.7% | +303.9% |
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