+546.2%
LITE vs ROP
-0.2%
+546.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.0% | +11.7% | +10.7% |
| 7D | -12.9% | -1.6% | -11.2% | -12.9% |
| 30D | -46.0% | +29.5% | -75.5% | -46.8% |
| 3M | -33.0% | +17.5% | -50.6% | -33.5% |
| 6M | -34.0% | +38.1% | -72.1% | -37.9% |
| YTD | +61.7% | +7.0% | +54.8% | +70.1% |
| 1Y | +148.3% | +6.5% | +141.8% | +161.8% |
| 3Y | +1,408.5% | -5.5% | +1,414.0% | +1,627.9% |
| 5Y | +546.2% | -0.4% | +546.6% | +574.1% |
| All | +546.2% | -0.2% | +546.4% | +574.1% |
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 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