+3,068.2%
LITE vs RTX
+282.6%
+2,785.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.2% |
| 7D | -35.9% | -5.1% | -30.8% | -34.3% |
| 30D | -51.5% | +5.1% | -56.7% | -52.7% |
| 3M | -35.7% | -14.8% | -20.9% | -31.3% |
| 6M | -43.0% | +8.0% | -51.0% | -46.1% |
| YTD | +46.1% | +4.5% | +41.7% | +39.7% |
| 1Y | +124.7% | +9.8% | +114.9% | +110.5% |
| 3Y | +1,172.1% | +144.2% | +1,027.9% | +713.6% |
| 5Y | +477.0% | +131.4% | +345.6% | +268.8% |
| 10Y | +1,465.7% | +273.3% | +1,192.4% | +715.9% |
| All | +3,068.2% | +282.6% | +2,785.6% | +1,411.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling