+542.4%
LITE vs ROST
+116.2%
+426.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | -13.9% | +3.2% | -17.1% | -14.8% |
| 30D | -46.9% | +7.4% | -54.4% | -48.5% |
| 3M | -28.0% | -6.1% | -22.0% | -26.7% |
| 6M | -35.2% | +6.2% | -41.4% | -38.7% |
| YTD | +58.9% | +33.4% | +25.4% | +33.8% |
| 1Y | +125.3% | +48.8% | +76.5% | +79.7% |
| 3Y | +1,344.4% | +99.5% | +1,244.9% | +905.3% |
| All | +542.4% | +116.2% | +426.2% | +308.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling