+1,172.1%
LITE vs ROL
+3.8%
+1,168.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +5.0% |
| 7D | -35.9% | +9.5% | -45.4% | -34.0% |
| 30D | -51.5% | +22.9% | -74.5% | -48.7% |
| 3M | -35.7% | +3.5% | -39.3% | -33.7% |
| 6M | -43.0% | -29.4% | -13.6% | -42.2% |
| YTD | +46.1% | -36.1% | +82.2% | +48.7% |
| 1Y | +124.7% | -34.4% | +159.1% | +128.1% |
| 3Y | +1,172.1% | +4.0% | +1,168.1% | +931.0% |
| All | +1,172.1% | +3.8% | +1,168.2% | +931.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling