+232.7%
LITE vs RVTY
+74.0%
+158.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.5% | -5.4% | -7.4% |
| 7D | -31.4% | -3.6% | -27.9% | -30.9% |
| 30D | -42.6% | +1.4% | -43.9% | -42.5% |
| 3M | -26.2% | +43.2% | -69.4% | -29.1% |
| 6M | -35.8% | +84.5% | -120.3% | -42.3% |
| YTD | +70.0% | +65.2% | +4.8% | +54.7% |
| 1Y | +232.7% | +74.3% | +158.4% | +206.8% |
| All | +232.7% | +74.0% | +158.8% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling