+1,568.0%
LITE vs ROP
+183.9%
+1,384.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +22.6% | -2.7% | +25.2% | +23.6% |
| 30D | -36.8% | +29.7% | -66.5% | -43.7% |
| 3M | -33.0% | +21.2% | -54.2% | -39.2% |
| 6M | -37.1% | +48.3% | -85.3% | -49.9% |
| YTD | +69.5% | +8.4% | +61.1% | +57.4% |
| 1Y | +146.1% | +6.0% | +140.1% | +131.8% |
| 3Y | +1,440.8% | -5.6% | +1,446.4% | +1,461.9% |
| 5Y | +580.4% | +1.3% | +579.2% | +547.7% |
| All | +1,568.0% | +183.9% | +1,384.0% | +745.9% |
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