+29.4%
LITE vs RVTY
+35.0%
-5.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | +6.7% | +13.2% | -6.6% | +5.2% |
| 3M | -6.8% | +27.2% | -34.0% | -9.0% |
| 6M | +29.4% | +32.4% | -3.0% | +35.0% |
| All | +29.4% | +35.0% | -5.6% | +35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling