+163.0%
LITE vs ROP
+6.9%
+156.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.0% |
| 7D | +10.8% | +0.7% | +10.1% | +11.8% |
| 30D | -33.4% | +28.8% | -62.2% | -9.6% |
| 3M | -32.2% | +21.1% | -53.3% | -12.9% |
| 6M | -42.1% | +52.5% | -94.6% | -6.1% |
| YTD | +61.9% | +8.9% | +53.0% | +104.2% |
| 1Y | +163.0% | +8.2% | +154.8% | +228.5% |
| All | +163.0% | +6.9% | +156.1% | +228.5% |
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