+555.0%
LITE vs ROKU
+58.7%
+496.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.4% |
| 6M | +75.2% | +54.5% | +20.8% | +57.4% |
| YTD | +165.5% | +43.2% | +122.3% | +148.0% |
| 1Y | +555.0% | +56.3% | +498.7% | +484.2% |
| All | +555.0% | +58.7% | +496.3% | +484.2% |
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