+5,083.9%
LITE vs RTX
+305.3%
+4,778.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.3% |
| 7D | -1.5% | -5.2% | +3.6% | +0.8% |
| 30D | +6.7% | -9.4% | +16.0% | +11.2% |
| 3M | -6.8% | +12.3% | -19.0% | -12.9% |
| 6M | +29.4% | -3.1% | +32.6% | +29.0% |
| YTD | +139.1% | +10.7% | +128.4% | +123.2% |
| 1Y | +521.0% | +28.4% | +492.6% | +439.8% |
| 3Y | +1,535.3% | +147.1% | +1,388.2% | +939.5% |
| 5Y | +889.8% | +167.2% | +722.6% | +492.3% |
| 10Y | +2,400.7% | +274.7% | +2,126.0% | +1,193.5% |
| All | +5,083.9% | +305.3% | +4,778.5% | +2,315.5% |
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