+1,670.7%
LITE vs ROK
+273.4%
+1,397.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.4% | +9.2% |
| 7D | +3.4% | -8.5% | +11.9% | +10.6% |
| 30D | -34.9% | -6.4% | -28.5% | -31.1% |
| 3M | -21.0% | -8.8% | -12.2% | -14.6% |
| 6M | -38.5% | -10.5% | -28.0% | -32.9% |
| YTD | +75.8% | +5.4% | +70.4% | +71.9% |
| 1Y | +156.7% | +5.0% | +151.7% | +153.2% |
| 3Y | +1,498.6% | +64.3% | +1,434.3% | +1,084.3% |
| 5Y | +610.9% | +34.0% | +576.9% | +476.0% |
| 10Y | +1,670.7% | +268.2% | +1,402.5% | +768.4% |
| All | +1,670.7% | +273.4% | +1,397.2% | +768.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling