+875.7%
LITE vs ROKU
+915.9%
-40.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | -35.9% | +3.5% | -39.4% | -36.4% |
| 30D | -51.5% | +5.1% | -56.6% | -52.0% |
| 3M | -35.7% | +7.0% | -42.7% | -36.7% |
| 6M | -43.0% | +25.4% | -68.4% | -45.9% |
| YTD | +46.1% | +48.0% | -1.8% | +33.4% |
| 1Y | +124.7% | +53.1% | +71.6% | +103.6% |
| 3Y | +1,172.1% | +92.7% | +1,079.4% | +970.3% |
| 5Y | +477.0% | -42.4% | +519.4% | +438.4% |
| All | +875.7% | +915.9% | -40.2% | +564.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling