+1,402.3%
LITE vs ROP
+196.0%
+1,206.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.7% |
| 7D | -35.9% | +2.1% | -38.1% | -36.7% |
| 30D | -51.5% | +32.9% | -84.4% | -57.3% |
| 3M | -35.7% | +20.3% | -56.1% | -41.5% |
| 6M | -43.0% | +36.8% | -79.7% | -52.7% |
| YTD | +46.1% | +8.1% | +38.0% | +35.9% |
| 1Y | +124.7% | +8.3% | +116.5% | +108.7% |
| 3Y | +1,172.1% | -3.2% | +1,175.3% | +1,169.0% |
| 5Y | +477.0% | +1.7% | +475.3% | +447.5% |
| All | +1,402.3% | +196.0% | +1,206.4% | +778.1% |
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