+1,563.7%
LITE vs ROK
+45.2%
+1,518.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.1% |
| 7D | -1.5% | +0.7% | -2.2% | -2.0% |
| 30D | +6.7% | -3.3% | +10.0% | +9.6% |
| 3M | -6.8% | -5.9% | -0.9% | -2.8% |
| 6M | +29.4% | +13.9% | +15.6% | +18.0% |
| YTD | +139.1% | +12.6% | +126.5% | +116.4% |
| 1Y | +521.0% | +28.6% | +492.4% | +419.5% |
| All | +1,563.7% | +45.2% | +1,518.5% | +1,054.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling