+1,668.5%
LITE vs ROKU
+83.8%
+1,584.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.6% |
| 7D | -1.5% | -1.3% | -0.2% | -1.1% |
| 30D | +6.7% | +5.9% | +0.8% | +4.6% |
| 3M | -6.8% | +23.9% | -30.6% | -14.1% |
| 6M | +29.4% | +59.6% | -30.1% | +9.0% |
| YTD | +139.1% | +43.4% | +95.7% | +106.8% |
| 1Y | +521.0% | +60.2% | +460.8% | +412.4% |
| All | +1,668.5% | +83.8% | +1,584.7% | +1,097.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling