+3,068.2%
LITE vs ROST
+383.6%
+2,684.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.4% | +6.3% |
| 7D | -35.9% | +1.2% | -37.2% | -36.3% |
| 30D | -51.5% | +2.5% | -54.0% | -52.1% |
| 3M | -35.7% | -9.0% | -26.8% | -34.1% |
| 6M | -43.0% | +1.3% | -44.3% | -44.7% |
| YTD | +46.1% | +29.1% | +17.1% | +28.5% |
| 1Y | +124.7% | +45.4% | +79.3% | +88.5% |
| 3Y | +1,172.1% | +94.9% | +1,077.2% | +855.1% |
| 5Y | +477.0% | +104.0% | +373.0% | +314.8% |
| 10Y | +1,465.7% | +314.8% | +1,150.9% | +846.5% |
| All | +3,068.2% | +383.6% | +2,684.6% | +1,877.1% |
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