+1,402.3%
LITE vs RY
+360.6%
+1,041.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +6.9% | +6.7% |
| 7D | -35.9% | -0.9% | -35.0% | -35.5% |
| 30D | -51.5% | +5.9% | -57.4% | -53.6% |
| 3M | -35.7% | -4.3% | -31.5% | -33.3% |
| 6M | -43.0% | +12.1% | -55.1% | -48.1% |
| YTD | +46.1% | +20.3% | +25.9% | +25.4% |
| 1Y | +124.7% | +41.0% | +83.7% | +70.5% |
| 3Y | +1,172.1% | +157.5% | +1,014.5% | +507.0% |
| 5Y | +477.0% | +123.2% | +353.8% | +203.5% |
| All | +1,402.3% | +360.6% | +1,041.8% | +435.3% |
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