+1,587.5%
LITE vs ROL
+211.1%
+1,376.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -13.9% | +3.4% | -17.3% | -14.7% |
| 30D | -46.9% | +20.8% | -67.7% | -50.0% |
| 3M | -28.0% | +3.7% | -31.8% | -29.5% |
| 6M | -35.2% | -27.7% | -7.5% | -29.2% |
| YTD | +58.9% | -34.9% | +93.8% | +79.6% |
| 1Y | +125.3% | -33.3% | +158.6% | +151.9% |
| 3Y | +1,344.4% | +4.3% | +1,340.1% | +1,186.2% |
| 5Y | +541.2% | +15.0% | +526.2% | +423.9% |
| 10Y | +1,587.5% | +214.7% | +1,372.8% | +438.8% |
| All | +1,587.5% | +211.1% | +1,376.4% | +438.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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