+490.8%
LITE vs ROK
+19.3%
+471.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.0% | +6.6% |
| 7D | -35.9% | -13.8% | -22.1% | -28.5% |
| 30D | -51.5% | -14.9% | -36.6% | -45.1% |
| 3M | -35.7% | -14.7% | -21.1% | -27.1% |
| 6M | -43.0% | -17.7% | -25.3% | -33.9% |
| YTD | +46.1% | -2.5% | +48.6% | +50.2% |
| 1Y | +124.7% | +2.3% | +122.5% | +126.1% |
| 3Y | +1,172.1% | +52.7% | +1,119.3% | +884.9% |
| All | +490.8% | +19.3% | +471.5% | +390.1% |
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