+1,321.8%
LITE vs RY
+366.5%
+955.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.9% | -15.8% | -16.3% |
| 7D | -44.6% | -1.1% | -43.5% | -44.0% |
| 30D | -55.0% | +4.4% | -59.5% | -56.5% |
| 3M | -38.3% | -2.9% | -35.4% | -36.7% |
| 6M | -48.8% | +15.6% | -64.3% | -54.5% |
| YTD | +38.3% | +21.8% | +16.5% | +17.5% |
| 1Y | +119.0% | +42.6% | +76.4% | +64.8% |
| 3Y | +1,092.0% | +160.9% | +931.1% | +463.2% |
| 5Y | +446.1% | +126.1% | +320.0% | +184.5% |
| All | +1,321.8% | +366.5% | +955.2% | +401.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling