+1,533.3%
LITE vs ROST
+324.5%
+1,208.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.6% | +8.1% | +9.7% |
| 7D | -12.9% | +2.8% | -15.7% | -13.7% |
| 30D | -46.0% | +6.6% | -52.5% | -47.4% |
| 3M | -33.0% | -7.0% | -26.1% | -31.7% |
| 6M | -34.0% | +5.4% | -39.4% | -37.1% |
| YTD | +61.7% | +32.4% | +29.4% | +39.7% |
| 1Y | +148.3% | +48.4% | +99.9% | +104.4% |
| 3Y | +1,408.5% | +99.5% | +1,309.0% | +1,000.6% |
| 5Y | +546.2% | +109.9% | +436.3% | +349.4% |
| 10Y | +1,533.3% | +315.5% | +1,217.8% | +858.4% |
| All | +1,533.3% | +324.5% | +1,208.8% | +858.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling