+562.5%
LITE vs ROST
+109.2%
+453.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.1% | -3.6% |
| 7D | +10.8% | +0.3% | +10.5% | +10.8% |
| 30D | -33.4% | +0.5% | -33.9% | -33.5% |
| 3M | -32.2% | -5.2% | -27.0% | -31.2% |
| 6M | -42.1% | +9.8% | -51.9% | -45.9% |
| YTD | +61.9% | +29.4% | +32.5% | +38.2% |
| 1Y | +163.0% | +44.4% | +118.6% | +112.4% |
| 3Y | +1,358.0% | +95.0% | +1,263.0% | +925.1% |
| All | +562.5% | +109.2% | +453.2% | +327.4% |
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