+1,672.7%
LITE vs ROKU
+883.2%
+789.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.2% | +11.2% | +11.1% |
| 7D | +12.6% | -0.1% | +12.7% | +12.6% |
| 30D | +9.9% | +1.5% | +8.5% | +9.6% |
| 3M | +9.3% | +25.7% | -16.4% | +3.9% |
| 6M | +75.2% | +54.5% | +20.8% | +60.1% |
| YTD | +165.5% | +43.2% | +122.3% | +144.3% |
| 1Y | +555.0% | +56.3% | +498.7% | +491.2% |
| 3Y | +1,870.5% | +86.1% | +1,784.4% | +1,559.8% |
| 5Y | +1,009.8% | -53.6% | +1,063.4% | +972.5% |
| All | +1,672.7% | +883.2% | +789.5% | +1,117.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling