+2,502.5%
LITE vs ROP
+134.1%
+2,368.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.9% | +13.9% | +12.2% |
| 7D | +12.6% | -5.4% | +18.0% | +15.0% |
| 30D | +9.9% | -1.6% | +11.6% | +10.0% |
| 3M | +9.3% | +18.8% | -9.6% | -2.8% |
| 6M | +75.2% | +8.2% | +67.0% | +61.8% |
| YTD | +165.5% | -10.5% | +176.0% | +169.9% |
| 1Y | +555.0% | -23.7% | +578.7% | +631.8% |
| 3Y | +1,870.5% | -17.9% | +1,888.3% | +2,016.6% |
| 5Y | +1,009.8% | -15.3% | +1,025.2% | +1,045.3% |
| 10Y | +2,502.5% | +133.4% | +2,369.1% | +1,463.1% |
| All | +2,502.5% | +134.1% | +2,368.4% | +1,463.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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