+562.5%
LITE vs ROK
+30.4%
+532.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.2% |
| 7D | +10.8% | +7.1% | +3.7% | +5.9% |
| 30D | -33.4% | -5.0% | -28.5% | -30.0% |
| 3M | -32.2% | -9.4% | -22.8% | -26.2% |
| 6M | -42.1% | -11.0% | -31.1% | -36.3% |
| YTD | +61.9% | +4.4% | +57.4% | +59.1% |
| 1Y | +163.0% | +7.4% | +155.6% | +155.1% |
| 3Y | +1,358.0% | +61.0% | +1,297.0% | +988.2% |
| All | +562.5% | +30.4% | +532.1% | +437.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling