+124.7%
LITE vs ROST
+43.6%
+81.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.4% | +5.3% |
| 7D | -35.9% | +1.2% | -37.2% | -35.2% |
| 30D | -51.5% | +2.5% | -54.0% | -50.8% |
| 3M | -35.7% | -9.0% | -26.8% | -35.2% |
| 6M | -43.0% | +1.3% | -44.3% | -41.8% |
| YTD | +46.1% | +29.1% | +17.1% | +29.7% |
| 1Y | +124.7% | +45.4% | +79.3% | +81.6% |
| All | +124.7% | +43.6% | +81.1% | +81.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling