+1,402.3%
LITE vs ROK
+274.8%
+1,127.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.0% | +6.5% |
| 7D | -35.9% | -13.8% | -22.1% | -29.0% |
| 30D | -51.5% | -14.9% | -36.6% | -45.5% |
| 3M | -35.7% | -14.7% | -21.1% | -27.6% |
| 6M | -43.0% | -17.7% | -25.3% | -34.4% |
| YTD | +46.1% | -2.5% | +48.6% | +49.9% |
| 1Y | +124.7% | +2.3% | +122.5% | +125.7% |
| 3Y | +1,172.1% | +52.7% | +1,119.3% | +887.5% |
| 5Y | +477.0% | +20.5% | +456.5% | +399.2% |
| All | +1,402.3% | +274.8% | +1,127.6% | +778.3% |
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