+163.0%
LITE vs ROL
-31.8%
+194.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.0% | -2.7% |
| 7D | +10.8% | +3.0% | +7.8% | +13.0% |
| 30D | -33.4% | +19.8% | -53.2% | -24.2% |
| 3M | -32.2% | +7.9% | -40.1% | -26.1% |
| 6M | -42.1% | -25.6% | -16.4% | -41.9% |
| YTD | +61.9% | -34.1% | +96.0% | +67.8% |
| 1Y | +163.0% | -31.4% | +194.4% | +183.5% |
| All | +163.0% | -31.8% | +194.8% | +183.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling