+2,259.5%
LITE vs ROST
+308.6%
+1,950.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | -1.5% | +0.9% | -2.5% | -1.9% |
| 30D | +6.7% | -8.9% | +15.6% | +10.3% |
| 3M | -6.8% | -0.8% | -5.9% | -7.5% |
| 6M | +29.4% | +8.5% | +21.0% | +22.7% |
| YTD | +139.1% | +28.6% | +110.5% | +109.8% |
| 1Y | +521.0% | +52.3% | +468.7% | +406.4% |
| 3Y | +1,535.3% | +94.8% | +1,440.4% | +1,109.5% |
| 5Y | +889.8% | +110.8% | +779.1% | +588.6% |
| All | +2,259.5% | +308.6% | +1,950.8% | +1,222.1% |
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