-48.8%
LITE vs RTX
+11.2%
-59.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.3% | -15.4% | -20.1% |
| 7D | -44.6% | -3.8% | -40.8% | -45.6% |
| 30D | -55.0% | +4.7% | -59.7% | -53.1% |
| 3M | -38.3% | -13.4% | -24.9% | -43.2% |
| 6M | -48.8% | +11.8% | -60.6% | -44.0% |
| All | -48.8% | +11.2% | -59.9% | -44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling