+2,331.0%
LITE vs ROL
+214.4%
+2,116.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | -1.5% | -1.4% | -0.1% | -1.1% |
| 30D | +6.7% | -4.1% | +10.7% | +7.9% |
| 3M | -6.8% | -22.5% | +15.8% | +0.1% |
| 6M | +29.4% | -37.7% | +67.1% | +49.5% |
| YTD | +139.1% | -39.6% | +178.7% | +178.3% |
| 1Y | +521.0% | -36.0% | +557.0% | +598.9% |
| 3Y | +1,535.3% | -5.1% | +1,540.4% | +1,413.0% |
| 5Y | +889.8% | -3.4% | +893.2% | +773.1% |
| All | +2,331.0% | +214.4% | +2,116.7% | +955.6% |
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