+490.8%
LITE vs ROP
+1.1%
+489.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +5.6% |
| 7D | -35.9% | +2.1% | -38.1% | -35.9% |
| 30D | -51.5% | +32.9% | -84.4% | -52.3% |
| 3M | -35.7% | +20.0% | -55.8% | -36.3% |
| 6M | -43.0% | +36.4% | -79.4% | -45.9% |
| YTD | +46.1% | +7.8% | +38.3% | +53.8% |
| 1Y | +124.7% | +8.0% | +116.7% | +136.2% |
| 3Y | +1,172.1% | -3.5% | +1,175.5% | +1,347.5% |
| All | +490.8% | +1.1% | +489.7% | +516.3% |
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