+1,587.5%
LITE vs ROK
+270.1%
+1,317.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -3.1% |
| 7D | -13.9% | -11.0% | -2.9% | -6.3% |
| 30D | -46.9% | -8.2% | -38.7% | -43.2% |
| 3M | -28.0% | -8.5% | -19.6% | -22.5% |
| 6M | -35.2% | -12.0% | -23.3% | -28.6% |
| YTD | +58.9% | +3.1% | +55.8% | +57.4% |
| 1Y | +125.3% | +2.9% | +122.4% | +125.0% |
| 3Y | +1,344.4% | +60.7% | +1,283.8% | +984.4% |
| 5Y | +541.2% | +29.5% | +511.7% | +430.1% |
| 10Y | +1,587.5% | +262.6% | +1,324.9% | +764.0% |
| All | +1,587.5% | +270.1% | +1,317.4% | +764.0% |
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