+232.7%
LITE vs ROKU
+53.8%
+178.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.5% | -9.4% | -8.1% |
| 7D | -31.4% | +4.8% | -36.2% | -32.0% |
| 30D | -42.6% | +6.1% | -48.7% | -43.2% |
| 3M | -26.2% | +10.5% | -36.7% | -27.7% |
| 6M | -35.8% | +29.2% | -65.0% | -39.4% |
| YTD | +70.0% | +50.0% | +20.0% | +59.3% |
| 1Y | +232.7% | +53.4% | +179.3% | +216.9% |
| All | +232.7% | +53.8% | +178.9% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling