+1,533.3%
LITE vs ROP
+189.6%
+1,343.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.0% | +11.7% | +11.1% |
| 7D | -12.9% | -1.6% | -11.2% | -12.6% |
| 30D | -46.0% | +29.5% | -75.5% | -51.9% |
| 3M | -33.0% | +17.5% | -50.6% | -38.5% |
| 6M | -34.0% | +38.1% | -72.1% | -45.7% |
| YTD | +61.7% | +7.0% | +54.8% | +50.9% |
| 1Y | +148.3% | +6.5% | +141.8% | +132.2% |
| 3Y | +1,408.5% | -5.5% | +1,414.0% | +1,422.3% |
| 5Y | +546.2% | -0.4% | +546.6% | +519.5% |
| 10Y | +1,533.3% | +183.6% | +1,349.7% | +850.1% |
| All | +1,533.3% | +189.6% | +1,343.7% | +850.1% |
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