+124.7%
LITE vs ROP
+8.2%
+116.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +2.4% |
| 7D | -35.9% | +2.1% | -38.1% | -33.7% |
| 30D | -51.5% | +32.9% | -84.4% | -32.7% |
| 3M | -35.7% | +20.0% | -55.8% | -18.9% |
| 6M | -43.0% | +36.4% | -79.4% | -16.4% |
| YTD | +46.1% | +7.8% | +38.3% | +97.8% |
| 1Y | +124.7% | +8.0% | +116.7% | +202.0% |
| All | +124.7% | +8.2% | +116.5% | +202.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling