+2,898.2%
LITE vs ROST
+392.3%
+2,506.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.3% | -14.4% | -17.1% |
| 7D | -44.6% | +1.3% | -45.8% | -44.8% |
| 30D | -55.0% | +4.9% | -59.9% | -56.0% |
| 3M | -38.3% | -6.9% | -31.4% | -37.2% |
| 6M | -48.8% | +3.8% | -52.6% | -50.7% |
| YTD | +38.3% | +31.4% | +6.9% | +20.9% |
| 1Y | +119.0% | +46.2% | +72.8% | +83.4% |
| 3Y | +1,092.0% | +99.8% | +992.2% | +787.2% |
| 5Y | +446.1% | +107.6% | +338.4% | +290.2% |
| 10Y | +1,381.7% | +322.2% | +1,059.4% | +790.3% |
| All | +2,898.2% | +392.3% | +2,506.0% | +1,759.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling