+146.1%
LITE vs ROL
-34.6%
+180.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.2% | -4.6% |
| 7D | +22.6% | -1.7% | +24.2% | +21.0% |
| 30D | -36.8% | +18.5% | -55.3% | -29.0% |
| 3M | -33.0% | +4.3% | -37.4% | -28.6% |
| 6M | -37.1% | -27.7% | -9.3% | -37.3% |
| YTD | +69.5% | -35.8% | +105.3% | +71.7% |
| 1Y | +146.1% | -34.1% | +180.2% | +150.1% |
| All | +146.1% | -34.6% | +180.8% | +150.1% |
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