+1,402.3%
LITE vs ROL
+216.1%
+1,186.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.2% |
| 7D | -35.9% | +9.5% | -45.4% | -37.7% |
| 30D | -51.5% | +22.9% | -74.5% | -54.7% |
| 3M | -35.7% | +3.5% | -39.3% | -37.0% |
| 6M | -43.0% | -29.4% | -13.6% | -37.3% |
| YTD | +46.1% | -36.1% | +82.2% | +65.8% |
| 1Y | +124.7% | -34.4% | +159.1% | +152.1% |
| 3Y | +1,172.1% | +4.0% | +1,168.1% | +1,029.7% |
| 5Y | +477.0% | +13.2% | +463.8% | +372.7% |
| All | +1,402.3% | +216.1% | +1,186.2% | +391.2% |
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