+601.6%
LITE vs RBLX
-20.0%
+621.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.7% | +6.0% | +9.9% |
| 7D | -12.9% | +20.3% | -33.2% | -15.5% |
| 30D | -46.0% | +7.3% | -53.3% | -46.7% |
| 3M | -33.0% | +36.5% | -69.6% | -37.0% |
| 6M | -34.0% | +23.1% | -57.2% | -38.5% |
| YTD | +61.7% | -36.3% | +98.1% | +67.6% |
| 1Y | +148.3% | -51.7% | +200.0% | +172.5% |
| 3Y | +1,408.5% | +35.6% | +1,372.9% | +1,238.2% |
| 5Y | +546.2% | -52.9% | +599.1% | +491.4% |
| All | +601.6% | -20.0% | +621.6% | +474.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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