+1,587.5%
LITE vs ROST
+317.2%
+1,270.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | -13.9% | +3.2% | -17.1% | -14.9% |
| 30D | -46.9% | +7.4% | -54.4% | -48.5% |
| 3M | -28.0% | -6.1% | -22.0% | -26.9% |
| 6M | -35.2% | +6.2% | -41.4% | -38.4% |
| YTD | +58.9% | +33.4% | +25.4% | +36.8% |
| 1Y | +125.3% | +48.8% | +76.5% | +85.2% |
| 3Y | +1,344.4% | +99.5% | +1,244.9% | +953.3% |
| 5Y | +541.2% | +112.7% | +428.5% | +343.5% |
| 10Y | +1,587.5% | +316.4% | +1,271.1% | +882.8% |
| All | +1,587.5% | +317.2% | +1,270.4% | +882.8% |
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