+2,898.2%
LITE vs ROP
+200.6%
+2,697.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.3% | -18.4% | -18.6% |
| 7D | -44.6% | +9.2% | -53.8% | -46.3% |
| 30D | -55.0% | +35.5% | -90.5% | -59.9% |
| 3M | -38.3% | +24.4% | -62.8% | -43.7% |
| 6M | -48.8% | +38.0% | -86.8% | -56.3% |
| YTD | +38.3% | +11.1% | +27.2% | +29.0% |
| 1Y | +119.0% | +10.9% | +108.1% | +104.4% |
| 3Y | +1,092.0% | -0.5% | +1,092.5% | +1,084.6% |
| 5Y | +446.1% | +4.5% | +441.5% | +421.0% |
| 10Y | +1,381.7% | +207.5% | +1,174.2% | +998.6% |
| All | +2,898.2% | +200.6% | +2,697.7% | +1,830.6% |
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