+580.4%
LITE vs ROK
+32.5%
+547.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | +22.6% | +6.1% | +16.5% | +17.8% |
| 30D | -36.8% | -6.5% | -30.3% | -32.8% |
| 3M | -33.0% | -10.2% | -22.8% | -26.6% |
| 6M | -37.1% | -10.6% | -26.4% | -30.9% |
| YTD | +69.5% | +4.9% | +64.6% | +66.0% |
| 1Y | +146.1% | +3.8% | +142.3% | +144.3% |
| 3Y | +1,440.8% | +63.5% | +1,377.3% | +1,039.5% |
| 5Y | +580.4% | +30.9% | +549.5% | +440.5% |
| All | +580.4% | +32.5% | +547.9% | +440.5% |
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