+1,670.7%
LITE vs ROST
+321.2%
+1,349.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.7% | +10.3% |
| 7D | +3.4% | -1.8% | +5.2% | +4.5% |
| 30D | -34.9% | +6.8% | -41.7% | -36.7% |
| 3M | -21.0% | -4.0% | -17.0% | -20.4% |
| 6M | -38.5% | +12.9% | -51.4% | -42.8% |
| YTD | +75.8% | +34.7% | +41.1% | +50.9% |
| 1Y | +156.7% | +49.5% | +107.2% | +110.8% |
| 3Y | +1,498.6% | +101.5% | +1,397.1% | +1,062.0% |
| 5Y | +610.9% | +120.7% | +490.2% | +385.1% |
| 10Y | +1,670.7% | +317.8% | +1,352.8% | +927.5% |
| All | +1,670.7% | +321.2% | +1,349.4% | +927.5% |
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