+446.1%
LITE vs ROP
+3.7%
+442.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.3% | -18.4% | -18.7% |
| 7D | -44.6% | +9.2% | -53.8% | -44.6% |
| 30D | -55.0% | +35.5% | -90.5% | -55.7% |
| 3M | -38.3% | +24.4% | -62.8% | -38.9% |
| 6M | -48.8% | +38.0% | -86.8% | -51.0% |
| YTD | +38.3% | +11.1% | +27.2% | +45.6% |
| 1Y | +119.0% | +10.9% | +108.1% | +130.7% |
| 3Y | +1,092.0% | -0.5% | +1,092.5% | +1,255.9% |
| 5Y | +446.1% | +4.5% | +441.5% | +465.9% |
| All | +446.1% | +3.7% | +442.3% | +465.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling