+5,083.9%
LITE vs ROP
+149.3%
+4,934.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.6% | +7.6% | +5.3% |
| 7D | -1.5% | -4.4% | +2.9% | +0.1% |
| 30D | +6.7% | +3.2% | +3.4% | +5.0% |
| 3M | -6.8% | +23.1% | -29.8% | -16.7% |
| 6M | +29.4% | +13.3% | +16.1% | +18.6% |
| YTD | +139.1% | -7.9% | +146.9% | +140.5% |
| 1Y | +521.0% | -22.1% | +543.1% | +580.5% |
| 3Y | +1,535.3% | -16.8% | +1,552.1% | +1,646.9% |
| 5Y | +889.8% | -13.5% | +903.4% | +918.4% |
| 10Y | +2,400.7% | +137.7% | +2,263.0% | +1,881.4% |
| All | +5,083.9% | +149.3% | +4,934.5% | +3,498.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling