+2,898.2%
LITE vs ROL
+253.9%
+2,644.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.0% | -19.7% | -18.9% |
| 7D | -44.6% | +11.7% | -56.3% | -46.3% |
| 30D | -55.0% | +27.7% | -82.7% | -58.3% |
| 3M | -38.3% | +3.7% | -42.0% | -39.5% |
| 6M | -48.8% | -27.8% | -21.0% | -44.2% |
| YTD | +38.3% | -34.7% | +73.0% | +55.3% |
| 1Y | +119.0% | -34.1% | +153.1% | +144.8% |
| 3Y | +1,092.0% | +5.9% | +1,086.1% | +965.6% |
| 5Y | +446.1% | +15.6% | +430.4% | +353.2% |
| 10Y | +1,381.7% | +226.5% | +1,155.2% | +693.9% |
| All | +2,898.2% | +253.9% | +2,644.3% | +1,466.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling